V-Lab
V-Lab
Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:16.93% (-0.73%)

Analysis last updated: Friday, January 27, 2023, 11:16 PM UTC

Date Range:

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graph of Dow Jones Utilities Average MF2-GARCH
paramt-stat
m26
α0.055016.65
β0.783987.55
γ0.104320.31
λ10.00755.89
λ20.04865.36
λ30.944293.86
Estimation Period:
Jan 2, 1990 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts