Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
13.04%
decreased by 0.49%
1 Week
13.40%
decreased by 0.13%
1 Month
14.32%
increased by 0.79%
Analysis last updated: Friday, June 26, 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 | |
| 0.8445 | 239.23 | |
| 0.1881 | 46.02 | |
| 0.0191 | 5.48 | |
| 0.0893 | 4.76 | |
| 0.8904 | 40.17 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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