Dow Jones US Total Stock Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.76% (+2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8441 | 233.56 | |
| 0.1922 | 43.82 | |
| 0.0093 | 5.43 | |
| 0.0611 | 4.28 | |
| 0.9294 | 58.27 |
Estimation Period:
Dec 29, 1989 to Dec 31, 2025
Dec 29, 1989 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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