V-Lab
V-Lab
Dow Jones Utilities Average APARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:15.69% (-0.83%)

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

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Dow Jones Utilities Average APARCH
paramt-stat
ω0.020330.80
α0.091640.26
β0.8967399.79
γ0.219115.45
δ1.675234.90
Estimation Period:
Jan 2, 1990 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts