V-Lab
V-Lab
Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:19.07% (-0.78%)

Analysis last updated: Wednesday, March 12, 2025 at 09:14 PM UTC

Date Range:

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graph of Dow Jones Utilities Average GJR-GARCH
paramt-stat
ω0.018626.83
α0.051018.67
β0.9000453.84
γ0.063311.31
Estimation Period:
Jan 2, 1990 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts