Dow Jones Utilities Average EGARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
13.76%
increased by 0.22%
1 Week
13.88%
increased by 0.34%
1 Month
14.29%
increased by 0.75%
Analysis last updated: Saturday, April 11, 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 | |
|---|---|---|
| 0.0028 | 3.55 | |
| 0.1702 | 43.80 | |
| 0.9802 | 1,410.38 | |
| -0.0477 | -14.21 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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