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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1944	13.24***
α ARCH Response to squared shocks	0.1741	17.56***
β GARCH Volatility persistence	0.9514	304.46***
γ leverage Additional response to negative shocks	0.1389	14.83***

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CBOE DJIA Volatility Index EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE DJIA Volatility Index Analyses