V-Lab
Dow Jones Utilities Average EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:21.63% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 3.69 | |
| 0.1727 | 43.55 | |
| 0.9802 | 1,400.27 | |
| -0.0485 | -14.21 |
Estimation Period:
Jan 2, 1990 to Apr 11, 2025
Jan 2, 1990 to Apr 11, 2025
News Impact Curve
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