V-Lab
V-Lab
Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:15.91% (-0.75%)

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

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Dow Jones Utilities Average GJR-GARCH
paramt-stat
ω0.019627.47
α0.055818.68
β0.8931424.25
γ0.065510.99
Estimation Period:
Jan 2, 1990 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts