Dow Jones Composite Average EGARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:10.86% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 0.57 | |
| 0.1422 | 39.42 | |
| 0.9733 | 779.88 | |
| -0.1109 | -29.75 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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