V-Lab
Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 16th, 2024:11.82% (-0.46%)
Analysis last updated: Friday, September 13, 2024 at 09:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8426 | 235.55 | |
| 0.1865 | 45.95 | |
| 0.0237 | 5.36 | |
| 0.1176 | 5.16 | |
| 0.8568 | 31.71 |
Estimation Period:
Jan 1, 1990 to Sep 13, 2024
Jan 1, 1990 to Sep 13, 2024
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