V-Lab
V-Lab
Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:12.10% (+0.28%)

Analysis last updated: Friday, October 4, 2024 at 09:13 PM UTC

Date Range:

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graph of Dow Jones Utilities Average MF2-GARCH
paramt-stat
m26
α0.052916.47
β0.781988.88
γ0.104820.88
λ10.00735.77
λ20.04725.49
λ30.945698.84
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts