V-Lab
V-Lab
Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:13.11% (-0.23%)
Analysis last updated: Thursday, July 10, 2025 at 09:13 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
β0.8504245.57
γ0.172445.30
λ10.02873.90
λ20.12063.27
λ30.848018.77
Estimation Period:
Jan 1, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts