V-Lab
V-Lab
Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:15.27% (-0.19%)

Analysis last updated: Friday, June 2, 2023 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Utilities Average GJR-GARCH
paramt-stat
ω0.019427.35
α0.054518.50
β0.8944429.38
γ0.065611.16
Estimation Period:
Jan 2, 1990 to Jun 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts