V-Lab
V-Lab
Dow Jones Utilities Average Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:17.31% (-0.13%)

Analysis last updated: Monday, April 22, 2024 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Utilities Average AMEM
paramt-stat
ω0.025334.80
α0.153036.24
β0.7905275.25
γ0.070711.35
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts