V-Lab
Dow Jones Transportation Average EGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:21.37% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 8.47 | |
| 0.1332 | 29.16 | |
| 0.9808 | 1,067.24 | |
| -0.0678 | -16.12 |
Estimation Period:
Jan 2, 1990 to Jun 20, 2025
Jan 2, 1990 to Jun 20, 2025
News Impact Curve
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