V-Lab
Dow Jones Transportation Average EGARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:19.72% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 8.45 | |
| 0.1328 | 29.12 | |
| 0.9809 | 1,070.82 | |
| -0.0678 | -16.12 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2025
Jan 2, 1990 to Jul 3, 2025
News Impact Curve
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