V-Lab
V-Lab
Dow Jones Utilities Average Asy. MEM Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:17.05% (-1.22%)

Analysis last updated: Friday, July 26, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Utilities Average AMEM
paramt-stat
ω0.025334.88
α0.152136.42
β0.7915277.72
γ0.070611.41
Estimation Period:
Jan 2, 1990 to Jul 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts