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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0188	30.65***
α ARCH Response to squared shocks	0.0841	41.48***
β GARCH Volatility persistence	0.9083	442.64***
γ leverage Additional response to negative shocks	0.2433	16.19***
δ power Transformation power	1.5361	35.39***

V-Lab

Dow Jones Utilities Average APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Utilities Average Analyses