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V-Lab
Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:10.53% (+0.19%)
Analysis last updated: Friday, December 12, 2025 at 11:02 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Dow Jones Composite Average MF2-GARCH
paramt-stat
m71
α0.00030.12
β0.8516247.62
γ0.171545.20
λ10.02903.84
λ20.11893.21
λ30.848918.60
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts