V-Lab
V-Lab
Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:12.37% (-0.13%)
Analysis last updated: Wednesday, July 30, 2025 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Utilities Average GJR-GARCH
paramt-stat
ω0.018126.44
α0.049418.42
β0.9026459.79
γ0.062211.36
Estimation Period:
Jan 2, 1990 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts