Dow Jones Composite Average EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.70% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 0.59 | |
| 0.1420 | 39.55 | |
| 0.9733 | 781.13 | |
| -0.1108 | -29.77 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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