V-Lab
Dow Jones Utilities Average EGARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:13.72% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 3.50 | |
| 0.1724 | 43.60 | |
| 0.9800 | 1,394.04 | |
| -0.0488 | -14.29 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2025
Jan 2, 1990 to Jul 3, 2025
News Impact Curve
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