Dow Jones Utilities Average EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:16.51% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 3.46 | |
| 0.1711 | 43.70 | |
| 0.9802 | 1,402.22 | |
| -0.0481 | -14.20 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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