V-Lab
V-Lab
Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:11.17% (-0.33%)

Analysis last updated: Friday, October 4, 2024 at 09:13 PM UTC

Date Range:

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graph of Dow Jones Composite Average MF2-GARCH
paramt-stat
m71
α0.00080.35
β0.8489250.55
γ0.172045.93
λ10.03084.42
λ20.13523.79
λ30.830419.10
Estimation Period:
Jan 1, 1990 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts