V-Lab
V-Lab
Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:15.38% (-0.42%)
Analysis last updated: Wednesday, June 18, 2025 at 09:15 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Dow Jones Utilities Average MF2-GARCH
paramt-stat
m26
α0.050815.84
β0.784488.44
γ0.103120.75
λ10.00725.58
λ20.04695.46
λ30.946399.59
Estimation Period:
Jan 2, 1990 to Jun 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts