Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.63% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1583 | 10.15 | |
| 0.0800 | 36.20 | |
| 0.9876 | 790.09 | |
| 9.5984 | 4.89 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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