Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
16.17%
increased by 0.81%
1 Week
16.22%
increased by 0.86%
1 Month
16.40%
increased by 1.04%
Analysis last updated: Thursday, June 18, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8444 | 239.27 | |
| 0.1883 | 46.08 | |
| 0.0192 | 5.49 | |
| 0.0897 | 4.77 | |
| 0.8900 | 40.05 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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