Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
16.40%
decreased by 0.36%
1 Week
16.41%
decreased by 0.35%
1 Month
16.48%
decreased by 0.28%
Analysis last updated: Wednesday, June 17, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1661 | 9.88 | |
| 0.0794 | 35.93 | |
| 0.9877 | 780.19 | |
| 9.4676 | 4.91 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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