V-Lab
V-Lab
Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:13.36% (-0.31%)
Analysis last updated: Monday, June 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
ω0.018126.46
α0.049618.46
β0.9025459.78
γ0.062011.32
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts