Gabelli Utility Trust EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.35% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0646 | 19.13 | |
| 0.3708 | 44.08 | |
| 0.9203 | 322.34 | |
| -0.0871 | -9.56 |
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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