Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:10.07% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8433 | 236.69 | |
| 0.1894 | 45.91 | |
| 0.0193 | 5.52 | |
| 0.0910 | 4.83 | |
| 0.8883 | 39.85 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other Dow Jones Industrial Average Analyses
Other MF2-GARCH Analyses on Equity Indices