Dow Jones Industrial Average EGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:12.78% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 1.17 | |
| 0.1582 | 38.50 | |
| 0.9708 | 757.25 | |
| -0.1212 | -32.96 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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