V-Lab
V-Lab
Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:14.61% (+0.63%)

Analysis last updated: Tuesday, October 3, 2023 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average MF2-GARCH
paramt-stat
m71
α0.00000.00
β0.8497255.61
γ0.175446.68
λ10.03174.78
λ20.14214.17
λ30.823119.92
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts