Dow Jones Industrial Average EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.96% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 1.17 | |
| 0.1581 | 38.60 | |
| 0.9708 | 758.45 | |
| -0.1210 | -32.94 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other Dow Jones Industrial Average Analyses
Other EGARCH Analyses on Equity Indices