Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:13.34% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1573 | 10.12 | |
| 0.0801 | 36.21 | |
| 0.9876 | 788.84 | |
| 9.5799 | 4.90 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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