V-Lab
V-Lab
Dow Jones Composite Average Asy. MEM Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:10.35% (-0.64%)
Analysis last updated: Friday, June 20, 2025 at 09:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average AMEM
paramt-stat
ω0.023831.51
α0.255737.01
β0.6749164.48
γ0.09849.02
Estimation Period:
Jan 1, 1990 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts