V-Lab
Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:15.00% (-0.16%)
Analysis last updated: Monday, April 15, 2024 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8448 | 241.23 | |
| 0.1870 | 45.97 | |
| 0.0232 | 5.51 | |
| 0.1171 | 5.42 | |
| 0.8581 | 33.60 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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