Dow Jones Composite Average MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
2.60%
decreased by 4.37%
1 Week
3.41%
decreased by 3.56%
1 Month
6.34%
decreased by 0.63%
Analysis last updated: Saturday, May 23, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7482 | 7,482,450.00 | |
| 0.0018 | 17,550.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.7102 | 42.07 | |
| 0.1706 | 33.19 | |
| 0.0022 | 0.07 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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