V-Lab
V-Lab
Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, August 1st, 2025:12.29% (+0.81%)
Analysis last updated: Thursday, July 31, 2025 at 09:12 PM UTC
Date Range:

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graph of Dow Jones Industrial Average MF2-GARCH
paramt-stat
m66
α0.00000.00
β0.8430236.52
γ0.189646.03
λ10.01975.55
λ20.09344.90
λ30.885739.38
Estimation Period:
Jan 1, 1990 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts