V-Lab
V-Lab
Dow Jones Utilities Average APARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:13.32% (-0.31%)
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 APARCH
paramt-stat
ω0.019030.57
α0.085340.93
β0.9058431.35
γ0.238916.05
δ1.590535.94
Estimation Period:
Jan 2, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts