V-Lab
V-Lab
Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:13.90% (-0.43%)

Analysis last updated: Wednesday, May 8, 2024 at 09:05 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Dow Jones Utilities Average GJR-GARCH
paramt-stat
ω0.018726.53
α0.051018.43
β0.8990445.70
γ0.065011.44
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts