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Dow Jones Utilities Average APARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:11.00% (-0.44%)
Analysis last updated: Wednesday, November 12, 2025 at 10:09 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Dow Jones Utilities Average APARCH
paramt-stat
ω0.018830.60
α0.084440.96
β0.9066434.82
γ0.238416.03
δ1.595636.07
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts