V-Lab
V-Lab
Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:15.56% (-0.45%)

Analysis last updated: Friday, January 27, 2023, 11:16 PM UTC

Date Range:

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graph of Dow Jones Composite Average MF2-GARCH
paramt-stat
m71
α0.00000.00
β0.8483252.26
γ0.178246.71
λ10.03024.77
λ20.13994.17
λ30.828120.59
Estimation Period:
Jan 1, 1990 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts