V-Lab
V-Lab
Dow Jones Composite Average Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:10.91% (-1.41%)
Analysis last updated: Friday, July 11, 2025 at 09:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average AMEM
paramt-stat
ω0.023731.68
α0.252236.84
β0.6786166.73
γ0.09809.04
Estimation Period:
Jan 1, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts