V-Lab: Dow Jones Industrial Average MF2-GARCH Volatility Analysis

V-Lab

Dow Jones Industrial Average MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:34.33% (-0.17%)

Analysis last updated: Wednesday, April 16, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0000	0.00
$β$	0.8428	237.07
$γ$	0.1908	46.30
$λ_{1}$	0.0200	5.59
$λ_{2}$	0.0953	4.97
$λ_{3}$	0.8840	39.22

Estimation Period:
Jan 1, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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