V-Lab
Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:14.14% (+2.70%)
Analysis last updated: Tuesday, October 3, 2023 at 10:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8443 | 239.66 | |
| 0.1888 | 45.89 | |
| 0.0230 | 5.60 | |
| 0.1169 | 5.50 | |
| 0.8588 | 34.28 |
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Jan 1, 1990 to Sep 29, 2023
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