V-Lab
V-Lab
Dow Jones Composite Average AGARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:9.54% (-0.52%)
Analysis last updated: Thursday, July 3, 2025 at 09:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Composite Average AGARCH
paramt-stat
ω-0.0027-1.77
α0.084641.25
β0.8830368.53
γ0.652437.22
Estimation Period:
Jan 1, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts