Dow Jones Utilities Average GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
18.03%
increased by 2.21%
1 Week
18.01%
increased by 2.19%
1 Month
17.95%
increased by 2.13%
Analysis last updated: Saturday, May 16, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 25.68 | |
| 0.0852 | 43.27 | |
| 0.9019 | 448.05 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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