Gabelli Utility Trust AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.19% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1556 | 21.72 | |
| 0.2653 | 36.31 | |
| 0.6774 | 105.67 | |
| 0.2902 | 10.70 |
Estimation Period:
Jul 12, 1999 to Feb 6, 2026
Jul 12, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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