V-Lab: Dow Jones Composite Average MF2-GARCH Volatility Analysis

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Dow Jones Composite Average MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:14.08% (-0.75%)

Analysis last updated: Friday, November 21, 2025 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0003	0.13
$β$	0.8515	247.89
$γ$	0.1716	45.23
$λ_{1}$	0.0292	3.86
$λ_{2}$	0.1198	3.23
$λ_{3}$	0.8478	18.56

Estimation Period:
Jan 1, 1990 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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