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 Tuesday, January 18th, 2022:16.69% (+0.32%)

Analysis last updated: Saturday, January 15, 2022, 01:49 AM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	0.0279	36.10
$α$	0.1961	60.54
$β$	0.7903	241.32
$γ$	0.2937	37.44
$δ$	0.9892	31.80

Estimation Period:
Jan 1, 1990 to Jan 14, 2022

News Impact Curve

Volatility Forecasts

Other Dow Jones Industrial Average Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH

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