V-Lab
V-Lab
Dow Jones Composite Average Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 3rd, 2023:19.07% (-0.96%)

Analysis last updated: Thursday, February 2, 2023, 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average AMEM
paramt-stat
ω0.019927.58
α0.263934.98
β0.6747152.98
γ0.09318.75
Estimation Period:
Jan 1, 1990 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts