V-Lab
V-Lab
Dow Jones Utilities Average AGARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:15.40% (-0.79%)

Analysis last updated: Friday, January 27, 2023, 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Dow Jones Utilities Average AGARCH
paramt-stat
ω0.017424.41
α0.094943.61
β0.8874403.17
γ0.193315.01
Estimation Period:
Jan 2, 1990 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts