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Dow Jones Utilities Average APARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:11.11% (-0.45%)
Analysis last updated: Friday, November 14, 2025 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Dow Jones Utilities Average APARCH
paramt-stat
ω0.018830.55
α0.084541.00
β0.9066434.83
γ0.238316.03
δ1.592036.04
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts