V-Lab
V-Lab
Dow Jones Composite Average EGARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:11.71% (+0.94%)

Analysis last updated: Thursday, October 3, 2024 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average EGARCH
paramt-stat
ω0.00130.59
α0.143739.23
β0.9735790.81
γ-0.1084-28.76
Estimation Period:
Jan 1, 1990 to Sep 27, 2024
Impact of return on volatility tomorrow
Volatility Forecasts