V-Lab
V-Lab
Dow Jones Utilities Average EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:17.87% (-0.50%)

Analysis last updated: Thursday, April 18, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Dow Jones Utilities Average EGARCH
paramt-stat
ω0.00263.26
α0.176743.29
β0.97961358.62
γ-0.0495-14.24
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts