V-Lab
V-Lab
Dow Jones Utilities Average Asy. MEM Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:17.99% (+0.97%)

Analysis last updated: Friday, June 2, 2023 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Utilities Average AMEM
paramt-stat
ω0.025234.27
α0.156636.05
β0.7884268.36
γ0.067910.69
Estimation Period:
Jan 2, 1990 to Jun 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts