V-Lab
V-Lab
Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:15.02% (-0.38%)
Analysis last updated: Monday, June 30, 2025 at 09:12 PM UTC
Date Range:

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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