V-Lab
V-Lab
Dow Jones Composite Average EGARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:14.27% (-0.79%)
Analysis last updated: Wednesday, June 18, 2025 at 09:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average EGARCH
paramt-stat
ω0.00140.64
α0.143039.19
β0.9733780.51
γ-0.1107-29.53
Estimation Period:
Jan 1, 1990 to Jun 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts