V-Lab: Dow Jones Utilities Average MF2-GARCH Volatility Analysis

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Dow Jones Utilities Average MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:12.52% (+0.77%)

Analysis last updated: Thursday, October 16, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0503	15.77
$β$	0.7844	87.34
$γ$	0.1028	20.74
$λ_{1}$	0.0075	5.54
$λ_{2}$	0.0481	5.34
$λ_{3}$	0.9447	94.62

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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