V-Lab
V-Lab
Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:14.94% (-0.57%)
Analysis last updated: Friday, June 20, 2025 at 09:15 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Dow Jones Composite Average MF2-GARCH
paramt-stat
m71
α0.00040.18
β0.8504245.42
γ0.172345.27
λ10.02873.90
λ20.12083.27
λ30.847918.77
Estimation Period:
Jan 1, 1990 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts