V-Lab
V-Lab
Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 5th, 2023:15.71% (-0.38%)

Analysis last updated: Friday, June 2, 2023 at 10:23 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Dow Jones Utilities Average MF2-GARCH
paramt-stat
m26
α0.054016.43
β0.784487.83
γ0.104520.47
λ10.00765.93
λ20.04845.37
λ30.944294.28
Estimation Period:
Jan 2, 1990 to Jun 2, 2023
Impact of return on volatility tomorrow
Volatility Forecasts