V-Lab
V-Lab
Dow Jones Composite Average EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 19th, 2025:10.52% (-0.40%)

Analysis last updated: Tuesday, February 18, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average EGARCH
paramt-stat
ω0.00120.54
α0.142839.33
β0.9735787.61
γ-0.1089-29.19
Estimation Period:
Jan 1, 1990 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts