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

V-Lab

Dow Jones Industrial Average MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:12.95% (+0.32%)

Analysis last updated: Friday, July 11, 2025 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0000	0.00
$β$	0.8426	235.56
$γ$	0.1899	46.04
$λ_{1}$	0.0194	5.54
$λ_{2}$	0.0926	4.90
$λ_{3}$	0.8869	39.81

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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