Dow Jones Industrial Average EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.32% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 1.14 | |
| 0.1578 | 38.68 | |
| 0.9708 | 757.83 | |
| -0.1212 | -33.03 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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