Dow Jones Composite Average EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.88% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 0.60 | |
| 0.1422 | 39.56 | |
| 0.9732 | 781.10 | |
| -0.1108 | -29.77 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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