Dow Jones Composite Average EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:11.02% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 0.56 | |
| 0.1420 | 39.41 | |
| 0.9733 | 779.28 | |
| -0.1109 | -29.77 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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