V-Lab
V-Lab
Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 12th, 2025:21.04% (+1.75%)

Analysis last updated: Tuesday, March 11, 2025 at 09:13 PM UTC

Date Range:

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graph of Dow Jones Composite Average MF2-GARCH
paramt-stat
m71
α0.00140.62
β0.8490243.48
γ0.171745.01
λ10.02663.79
λ20.11393.15
λ30.856619.37
Estimation Period:
Jan 1, 1990 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts