V-Lab
V-Lab
Dow Jones Utilities Average AGARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:12.92% (-0.28%)
Analysis last updated: Thursday, July 3, 2025 at 09:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Utilities Average AGARCH
paramt-stat
ω0.015823.16
α0.087344.05
β0.8963434.45
γ0.208615.85
Estimation Period:
Jan 2, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts