V-Lab
V-Lab
Dow Jones Composite Average EGARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:12.50% (-0.20%)

Analysis last updated: Friday, July 26, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average EGARCH
paramt-stat
ω0.00140.63
α0.143539.13
β0.9736793.49
γ-0.1081-28.69
Estimation Period:
Jan 1, 1990 to Jul 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts