Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.02%
increased by 0.43%
1 Week
17.02%
increased by 0.43%
1 Month
17.03%
increased by 0.44%
Analysis last updated: Saturday, May 23, 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 | |
|---|---|---|
| 1.1640 | 9.92 | |
| 0.0796 | 35.92 | |
| 0.9877 | 778.30 | |
| 9.4639 | 4.92 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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