Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
11.68%
decreased by 0.20%
1 Week
12.30%
increased by 0.42%
1 Month
13.91%
increased by 2.03%
Analysis last updated: Wednesday, April 22, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0004 | 0.18 | |
| 0.8535 | 254.09 | |
| 0.1689 | 45.41 | |
| 0.0309 | 3.96 | |
| 0.1258 | 3.33 | |
| 0.8402 | 18.04 |
Estimation Period:
Jan 1, 1990 to Apr 17, 2026
Jan 1, 1990 to Apr 17, 2026
Other MF2-GARCH Analyses on Equity Indices