V-Lab
V-Lab
Dow Jones Composite Average EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:9.53% (-0.42%)

Analysis last updated: Monday, December 4, 2023 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average EGARCH
paramt-stat
ω0.00140.64
α0.144738.76
β0.9733770.01
γ-0.1114-29.20
Estimation Period:
Jan 1, 1990 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts