V-Lab
V-Lab
Dow Jones Utilities Average APARCH Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:13.48% (-0.45%)

Analysis last updated: Thursday, November 30, 2023 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Utilities Average APARCH
paramt-stat
ω0.020231.07
α0.090240.61
β0.8993409.15
γ0.233516.03
δ1.624434.96
Estimation Period:
Jan 2, 1990 to Nov 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts