V-Lab
V-Lab
Dow Jones Composite Average Asy. MEM Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:14.88% (+2.54%)

Analysis last updated: Friday, June 2, 2023 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average AMEM
paramt-stat
ω0.019827.82
α0.260435.33
β0.6784157.47
γ0.09248.84
Estimation Period:
Jan 1, 1990 to Jun 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts