V-Lab
V-Lab
Dow Jones Utilities Average APARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:15.40% (-0.16%)

Analysis last updated: Friday, June 2, 2023 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Dow Jones Utilities Average APARCH
paramt-stat
ω0.020130.82
α0.090540.23
β0.8981403.83
γ0.223315.61
δ1.665835.01
Estimation Period:
Jan 2, 1990 to Jun 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts