Dow Jones Industrial Average EGARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:11.73% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 1.12 | |
| 0.1579 | 38.65 | |
| 0.9708 | 758.45 | |
| -0.1210 | -32.97 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other Dow Jones Industrial Average Analyses
Other EGARCH Analyses on Equity Indices