V-Lab
V-Lab
Dow Jones Composite Average AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:16.22% (+0.84%)

Analysis last updated: Tuesday, October 3, 2023 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average AGARCH
paramt-stat
ω-0.0034-2.23
α0.086340.92
β0.8816362.79
γ0.652937.12
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts