V-Lab
Dow Jones Industrial Average Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:7.29% (+0.72%)
Analysis last updated: Thursday, November 30, 2023 at 10:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 36.72 | |
| 0.1936 | 62.54 | |
| 0.7928 | 252.88 | |
| 0.2906 | 38.36 | |
| 1.0081 | 32.91 |
Estimation Period:
Jan 1, 1990 to Nov 24, 2023
Jan 1, 1990 to Nov 24, 2023
News Impact Curve
Volatility Forecasts
Other Dow Jones Industrial Average Analyses