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Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:10.85% (+0.32%)
Analysis last updated: Friday, December 12, 2025 at 11:01 PM UTC
Date Range:

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graph of Dow Jones Industrial Average MF2-GARCH
paramt-stat
m66
α0.00000.00
β0.8437237.19
γ0.189045.81
λ10.01915.51
λ20.08984.79
λ30.889840.16
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts