Dow Jones Utilities Average Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
15.75%
decreased by 1.04%
1 Week
15.82%
decreased by 0.97%
1 Month
16.07%
decreased by 0.72%
Analysis last updated: Tuesday, May 12, 2026 at 12:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 35.95 | |
| 0.1571 | 37.76 | |
| 0.7882 | 281.89 | |
| 0.0655 | 10.64 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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