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V-Lab

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

Date Range:

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graph of Dow Jones Composite Average MF2-GARCH

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