V-Lab
V-Lab
Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:4.41% (-5.53%)

Analysis last updated: Friday, December 20, 2024 at 10:34 PM UTC

Date Range:

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graph of Dow Jones Utilities Average MF2-GARCH
paramt-stat
m41
α0.75007499900.00
β0.0000100.00
γ0.50005000000.00
λ12.367828.49
λ20.166624.60
λ30.00000.00
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts