Dow Jones & Co Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 10.36 | |
| 0.1731 | 26.53 | |
| 0.9556 | 205.82 | |
| 0.0121 | 2.31 |
Estimation Period:
Jan 1, 1990 to Dec 13, 2007
Jan 1, 1990 to Dec 13, 2007
News Impact Curve
Volatility Forecasts
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