V-Lab
V-Lab
Dow Jones Composite Average EGARCH Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:11.14% (-0.52%)
Analysis last updated: Wednesday, July 2, 2025 at 09:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average EGARCH
paramt-stat
ω0.00140.65
α0.143039.19
β0.9733780.52
γ-0.1107-29.54
Estimation Period:
Jan 1, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts