Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
15.58%
increased by 2.74%
1 Week
15.66%
increased by 2.82%
1 Month
15.99%
increased by 3.15%
Analysis last updated: Saturday, June 6, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8446 | 239.06 | |
| 0.1880 | 45.97 | |
| 0.0191 | 5.49 | |
| 0.0892 | 4.76 | |
| 0.8905 | 40.21 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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