Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 19th, 2025:11.05% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1600 | 10.05 | |
| 0.0801 | 36.23 | |
| 0.9877 | 791.45 | |
| 9.5800 | 4.91 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
Other GAS-GARCH Student T Analyses on Equity Indices