V-Lab
V-Lab
Dow Jones Composite Average Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:15.23% (-0.76%)

Analysis last updated: Wednesday, April 17, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average AMEM
paramt-stat
ω0.020429.50
α0.246735.24
β0.6903167.59
γ0.09249.19
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts