Dow Jones Utilities Average GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.01% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 25.70 | |
| 0.0866 | 43.39 | |
| 0.9004 | 442.24 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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