V-Lab
V-Lab
Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:18.28% (+1.03%)
Analysis last updated: Thursday, May 8, 2025 at 09:13 PM UTC
Date Range:

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to

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1Y ·

2Y ·

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10Y ·

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graph of Dow Jones Utilities Average MF2-GARCH
paramt-stat
m26
α0.051015.82
β0.783888.04
γ0.103420.74
λ10.00715.55
λ20.04725.46
λ30.946199.18
Estimation Period:
Jan 2, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts