Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.14% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 26.71 | |
| 0.0499 | 18.77 | |
| 0.9035 | 465.98 | |
| 0.0596 | 11.01 |
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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