V-Lab
V-Lab
Dow Jones Industrial Average Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, May 20th, 2025:12.69% (-0.29%)
Analysis last updated: Monday, May 19, 2025 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Industrial Average APMEM
paramt-stat
ω0.029238.66
α0.196764.67
β0.7883255.77
γ0.288538.57
δ0.987732.09
Estimation Period:
Jan 1, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts