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V-Lab
Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:11.47% (-0.44%)
Analysis last updated: Friday, November 14, 2025 at 10:25 PM UTC
Date Range:

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to

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graph of Dow Jones Utilities Average MF2-GARCH
paramt-stat
m26
α0.050215.78
β0.784987.13
γ0.102020.62
λ10.00755.52
λ20.04805.32
λ30.944794.32
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts