V-Lab
V-Lab
Dow Jones Utilities Average Asy. MEM Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:17.46% (-0.81%)
Analysis last updated: Friday, May 16, 2025 at 09:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Utilities Average AMEM
paramt-stat
ω0.026435.86
α0.158237.42
β0.7858276.60
γ0.068510.96
Estimation Period:
Jan 2, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts