Dow Jones Utilities Average GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.92% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 25.69 | |
| 0.0867 | 43.32 | |
| 0.9003 | 441.31 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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