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 Monday, June 15th, 2026
1 Day
7.41%
decreased by 20.40%
1 Week
8.04%
decreased by 19.77%
1 Month
12.89%
decreased by 14.92%
Analysis last updated: Saturday, June 13, 2026 at 12:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7482 | 7,482,450.00 | |
| 0.0018 | 17,550.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.7104 | 41.99 | |
| 0.1714 | 33.31 | |
| 0.0022 | 0.07 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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