V-Lab
V-Lab
Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:32.31% (-59.62%)

Analysis last updated: Tuesday, October 3, 2023 at 10:14 PM UTC

Date Range:

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to

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1Y ·

2Y ·

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graph of Dow Jones Utilities Average MF2-GARCH
paramt-stat
m71
α0.75007499900.00
β0.0000100.00
γ0.50005000000.00
λ10.764913.03
λ20.343714.08
λ30.00000.00
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts