V-Lab
V-Lab
Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:12.97% (-0.48%)

Analysis last updated: Tuesday, January 21, 2025 at 10:04 PM UTC

Date Range:

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graph of Dow Jones Industrial Average MF2-GARCH
paramt-stat
m66
α0.00000.00
β0.8429236.51
γ0.187346.10
λ10.02135.48
λ20.10365.03
λ30.873735.94
Estimation Period:
Jan 1, 1990 to Jan 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts