Dow Jones Composite Average EGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:11.47% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 0.59 | |
| 0.1424 | 39.30 | |
| 0.9732 | 777.35 | |
| -0.1111 | -29.74 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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