V-Lab
V-Lab
Dow Jones Utilities Average Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 3rd, 2023:18.07% (+0.39%)

Analysis last updated: Thursday, February 2, 2023, 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Utilities Average AMEM
paramt-stat
ω0.025334.24
α0.156435.87
β0.7880265.67
γ0.068710.78
Estimation Period:
Jan 2, 1990 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts