Dow Jones Utilities Average APARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:15.53% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 30.60 | |
| 0.0846 | 41.14 | |
| 0.9067 | 435.71 | |
| 0.2375 | 16.02 | |
| 1.5829 | 35.91 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
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