V-Lab
V-Lab
Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:17.66% (-0.43%)
Analysis last updated: Friday, May 30, 2025 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Utilities Average GJR-GARCH
paramt-stat
ω0.018026.38
α0.049518.46
β0.9027460.58
γ0.062111.35
Estimation Period:
Jan 2, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts