V-Lab
Dow Jones Industrial Average MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:11.17% (-0.51%)
Analysis last updated: Monday, April 29, 2024 at 09:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8448 | 240.96 | |
| 0.1864 | 45.92 | |
| 0.0231 | 5.50 | |
| 0.1173 | 5.43 | |
| 0.8580 | 33.61 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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