Dow Jones Composite Average EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.84% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 0.59 | |
| 0.1424 | 39.52 | |
| 0.9732 | 780.45 | |
| -0.1109 | -29.76 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices