Dow Jones Utilities Average GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.08% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 25.65 | |
| 0.0863 | 43.27 | |
| 0.9005 | 441.87 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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