V-Lab
V-Lab
Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:13.18% (-0.28%)
Analysis last updated: Monday, June 30, 2025 at 09:12 PM UTC
Date Range:

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to

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1Y ·

2Y ·

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graph of Dow Jones Composite Average MF2-GARCH
paramt-stat
m71
α0.00040.16
β0.8503245.48
γ0.172445.31
λ10.02873.91
λ20.12113.28
λ30.847618.76
Estimation Period:
Jan 1, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts