Duff & Phelps GLB UTL Inc FD AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.45% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1082 | 12.31 | |
| 0.1941 | 15.15 | |
| 0.7374 | 68.49 | |
| 0.3278 | 6.90 |
Estimation Period:
Aug 1, 2011 to Feb 6, 2026
Aug 1, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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