Dow Jones US Total Stock Market Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.38% (+2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 1.88 | |
| 0.1459 | 38.36 | |
| 0.9734 | 775.02 | |
| -0.1220 | -34.36 |
Estimation Period:
Dec 29, 1989 to Dec 31, 2025
Dec 29, 1989 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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