Dow Jones Composite Average MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:10.78% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0003 | 0.12 | |
| 0.8513 | 247.56 | |
| 0.1716 | 45.28 | |
| 0.0290 | 3.85 | |
| 0.1195 | 3.23 | |
| 0.8482 | 18.58 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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