Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:10.60% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8434 | 236.84 | |
| 0.1892 | 45.91 | |
| 0.0191 | 5.51 | |
| 0.0904 | 4.82 | |
| 0.8890 | 40.02 |
Estimation Period:
Jan 1, 1990 to Dec 31, 2025
Jan 1, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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