Dow Jones Utilities Average EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.97% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 3.58 | |
| 0.1711 | 43.83 | |
| 0.9803 | 1,410.43 | |
| -0.0474 | -14.04 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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