V-Lab
Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:5.90% (-17.75%)
Analysis last updated: Wednesday, March 12, 2025 at 09:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 0.8345 | 8344690.00 | |
| 0.3042 | 3042090.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Mar 7, 2025
Jan 2, 1990 to Mar 7, 2025