Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:16.03% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0001 | 0.04 | |
| 0.8522 | 250.65 | |
| 0.1706 | 45.40 | |
| 0.0299 | 3.87 | |
| 0.1219 | 3.25 | |
| 0.8451 | 18.26 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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