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Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:11.63% (+1.27%)
Analysis last updated: Thursday, November 6, 2025 at 10:11 PM UTC
Date Range:

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graph of Dow Jones Industrial Average MF2-GARCH
paramt-stat
m66
α0.00000.00
β0.8433236.69
γ0.189445.91
λ10.01935.52
λ20.09104.83
λ30.888339.85
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts