Dow Jones Utilities Average APARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:11.92% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 30.59 | |
| 0.0847 | 40.94 | |
| 0.9062 | 433.40 | |
| 0.2389 | 16.08 | |
| 1.5992 | 36.16 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
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