Dow Jones Utilities Average EGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:11.12% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 3.40 | |
| 0.1710 | 43.57 | |
| 0.9802 | 1,400.27 | |
| -0.0485 | -14.30 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
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