Dow Jones Utilities Average EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:11.29% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 3.40 | |
| 0.1715 | 43.61 | |
| 0.9801 | 1,396.17 | |
| -0.0487 | -14.34 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
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