Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
11.20%
decreased by 0.29%
1 Week
11.73%
increased by 0.24%
1 Month
13.20%
increased by 1.71%
Analysis last updated: Friday, May 15, 2026 at 12:08 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 | |
| 0.8450 | 239.64 | |
| 0.1876 | 45.93 | |
| 0.0192 | 5.49 | |
| 0.0896 | 4.77 | |
| 0.8900 | 40.03 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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