V-Lab
V-Lab
Dow Jones Composite Average AGARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:12.85% (-0.86%)

Analysis last updated: Friday, January 27, 2023, 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Dow Jones Composite Average AGARCH
paramt-stat
ω-0.0036-2.31
α0.087640.85
β0.8805357.63
γ0.652336.94
Estimation Period:
Jan 1, 1990 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts