V-Lab: Dow Jones Industrial Average Asy. Power MEM Volatility Analysis

V-Lab

Dow Jones Industrial Average Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, December 6th, 2021:23.35% (+0.67%)

Analysis last updated: Saturday, December 4, 2021, 02:56 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0304	36.73
$α$	0.2058	53.20
$β$	0.7791	202.35
$γ$	0.3001	38.39
$δ$	0.9762	31.33

Estimation Period:
Jan 1, 1990 to Dec 3, 2021

News Impact Curve

Volatility Forecasts

We are currently experiencing issues updating our data. Unfortunately, we do not have an estimate as to when these issues will be resolved. We apologize for any inconvenience and are working as hard as we can to resolve these issues as soon as possible.