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Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:16.24% (+6.71%)
Analysis last updated: Friday, October 10, 2025 at 09:51 PM UTC
Date Range:

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graph of Dow Jones Industrial Average MF2-GARCH
paramt-stat
m66
α0.00000.00
β0.8435236.92
γ0.189645.86
λ10.01935.51
λ20.09064.81
λ30.888839.87
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts