Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:15.24% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8436 | 237.02 | |
| 0.1890 | 45.84 | |
| 0.0191 | 5.50 | |
| 0.0898 | 4.80 | |
| 0.8897 | 40.16 |
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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