Dow Jones Composite Average EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:13.10% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 0.59 | |
| 0.1423 | 39.34 | |
| 0.9733 | 780.49 | |
| -0.1108 | -29.71 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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