V-Lab
Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:18.95% (-1.15%)
Analysis last updated: Friday, December 20, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8427 | 236.91 | |
| 0.1880 | 46.25 | |
| 0.0215 | 5.49 | |
| 0.1047 | 5.05 | |
| 0.8724 | 35.64 |
Estimation Period:
Jan 1, 1990 to Dec 20, 2024
Jan 1, 1990 to Dec 20, 2024
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