V-Lab
Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 9th, 2022:17.83% (-0.71%)
Analysis last updated: Friday, December 9, 2022, 12:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8424 | 235.04 | |
| 0.1922 | 46.14 | |
| 0.0216 | 5.66 | |
| 0.1145 | 5.69 | |
| 0.8640 | 36.95 |
Estimation Period:
Jan 1, 1990 to Dec 2, 2022
Jan 1, 1990 to Dec 2, 2022
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