Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:18.18% (+2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8439 | 237.98 | |
| 0.1885 | 45.84 | |
| 0.0191 | 5.49 | |
| 0.0898 | 4.78 | |
| 0.8897 | 40.02 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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