Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
19.43%
decreased by 0.21%
1 Week
19.38%
decreased by 0.26%
1 Month
19.19%
decreased by 0.45%
Analysis last updated: Wednesday, June 10, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1668 | 9.87 | |
| 0.0795 | 35.92 | |
| 0.9877 | 779.58 | |
| 9.4596 | 4.92 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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