V-Lab
Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:11.11% (-0.30%)
Analysis last updated: Thursday, November 21, 2024 at 10:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8427 | 236.91 | |
| 0.1877 | 46.28 | |
| 0.0222 | 5.46 | |
| 0.1080 | 5.08 | |
| 0.8683 | 34.56 |
Estimation Period:
Jan 1, 1990 to Nov 15, 2024
Jan 1, 1990 to Nov 15, 2024
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