Dow Jones Utilities Average APARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
15.10%
decreased by 0.18%
1 Week
15.17%
decreased by 0.11%
1 Month
15.40%
increased by 0.12%
Analysis last updated: Saturday, April 18, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 30.62 | |
| 0.0850 | 41.52 | |
| 0.9076 | 439.73 | |
| 0.2403 | 16.11 | |
| 1.5325 | 35.16 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
Other APARCH Analyses on Equity Indices