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

V-Lab

Dow Jones Industrial Average MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 15th, 2022:12.02% (-0.23%)

Analysis last updated: Saturday, August 13, 2022, 12:35 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0000	0.00
$β$	0.8414	233.53
$γ$	0.1944	45.62
$λ_{1}$	0.0208	5.73
$λ_{2}$	0.1053	5.47
$λ_{3}$	0.8733	38.79

Estimation Period:
Jan 1, 1990 to Aug 12, 2022

News Impact Curve

Volatility Forecasts

Other Dow Jones Industrial Average Analyses
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Zero Slope Spline-GARCH
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Asy. MEM
Asy. Power MEM
GAS-GARCH Student T

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