Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:15.52% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8437 | 237.20 | |
| 0.1891 | 45.78 | |
| 0.0191 | 5.51 | |
| 0.0896 | 4.79 | |
| 0.8900 | 40.24 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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