Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
18.66%
increased by 2.52%
1 Week
18.62%
increased by 2.48%
1 Month
18.49%
increased by 2.35%
Analysis last updated: Friday, July 3, 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 | |
|---|---|---|
| 1.1682 | 9.89 | |
| 0.0794 | 36.00 | |
| 0.9878 | 782.08 | |
| 9.4843 | 4.91 |
Estimation Period:
Jan 2, 1990 to Jul 2, 2026
Jan 2, 1990 to Jul 2, 2026
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