V-Lab
V-Lab
Dow Jones Utilities Average AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:16.17% (-0.52%)

Analysis last updated: Tuesday, April 30, 2024 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Dow Jones Utilities Average AGARCH
paramt-stat
ω0.016223.15
α0.090143.61
β0.8929422.16
γ0.208815.91
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts