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Dow Jones Utilities Average AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:12.40% (-0.05%)
Analysis last updated: Monday, November 10, 2025 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Dow Jones Utilities Average AGARCH
paramt-stat
ω0.015723.31
α0.086444.04
β0.8971438.26
γ0.207515.83
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts