Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
12.05%
decreased by 0.26%
1 Week
12.59%
increased by 0.28%
1 Month
13.86%
increased by 1.55%
Analysis last updated: Wednesday, April 15, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8535 | 252.80 | |
| 0.1696 | 45.32 | |
| 0.0302 | 3.88 | |
| 0.1225 | 3.25 | |
| 0.8442 | 18.18 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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