V-Lab
V-Lab
Dow Jones Utilities Average AGARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:14.37% (-0.41%)

Analysis last updated: Friday, September 22, 2023 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Utilities Average AGARCH
paramt-stat
ω0.017024.22
α0.093043.72
β0.8894411.59
γ0.195515.18
Estimation Period:
Jan 2, 1990 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts