V-Lab
V-Lab
Dow Jones Utilities Average EGARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:15.84% (-0.05%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Utilities Average EGARCH
paramt-stat
ω0.00243.04
α0.182443.76
β0.97911344.94
γ-0.0489-13.83
Estimation Period:
Jan 2, 1990 to Jun 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts