Dow Jones Utilities Average EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.96% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 3.38 | |
| 0.1706 | 43.66 | |
| 0.9802 | 1,404.29 | |
| -0.0480 | -14.20 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices