V-Lab
Dow Jones Industrial Average Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:13.49% (+0.67%)
Analysis last updated: Friday, June 2, 2023 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 36.67 | |
| 0.1945 | 62.04 | |
| 0.7920 | 249.28 | |
| 0.2919 | 38.16 | |
| 0.9844 | 32.08 |
Estimation Period:
Jan 1, 1990 to Jun 2, 2023
Jan 1, 1990 to Jun 2, 2023
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