Dow Jones Utilities Average AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.77% (+2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 23.77 | |
| 0.0865 | 44.14 | |
| 0.8973 | 439.61 | |
| 0.2009 | 15.42 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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