Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.58% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 26.57 | |
| 0.0491 | 18.51 | |
| 0.9037 | 465.34 | |
| 0.0604 | 11.16 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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