V-Lab: Dow Jones Composite Average MF2-GARCH Volatility Analysis

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Dow Jones Composite Average MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 24th, 2025:12.26% (-0.42%)

Analysis last updated: Thursday, October 23, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0001	0.05
$β$	0.8517	249.10
$γ$	0.1718	45.37
$λ_{1}$	0.0296	3.90
$λ_{2}$	0.1215	3.27
$λ_{3}$	0.8458	18.46

Estimation Period:
Jan 1, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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