V-Lab
V-Lab
Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:13.37% (-0.55%)

Analysis last updated: Monday, December 4, 2023 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Utilities Average GJR-GARCH
paramt-stat
ω0.019527.29
α0.053018.46
β0.8952434.77
γ0.067111.67
Estimation Period:
Jan 2, 1990 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts