V-Lab
V-Lab
Dow Jones Utilities Average Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:14.86% (-0.53%)

Analysis last updated: Tuesday, May 7, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Utilities Average AMEM
paramt-stat
ω0.025334.77
α0.152836.33
β0.7908275.82
γ0.070711.38
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts