Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:13.10% (-0.61%)
Parameter Estimates
param | t-stat | |
---|---|---|
71 | ||
0.0001 | 0.05 | |
0.8517 | 249.10 | |
0.1718 | 45.37 | |
0.0296 | 3.90 | |
0.1215 | 3.27 | |
0.8458 | 18.46 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
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