V-Lab
V-Lab
Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:13.53% (-0.25%)
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 MF2-GARCH
paramt-stat
m26
α0.050415.76
β0.784788.06
γ0.103220.76
λ10.00745.57
λ20.04775.38
λ30.945296.24
Estimation Period:
Jan 2, 1990 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts