V-Lab
V-Lab
Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:15.28% (+0.76%)
Analysis last updated: Wednesday, July 2, 2025 at 09:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Utilities Average MF2-GARCH
paramt-stat
m26
α0.050815.83
β0.784688.47
γ0.103020.74
λ10.00725.59
λ20.04695.45
λ30.946299.36
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts