Dow Jones Utilities Average APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.64% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 30.57 | |
| 0.0843 | 41.09 | |
| 0.9069 | 436.22 | |
| 0.2374 | 15.99 | |
| 1.5850 | 35.90 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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