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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1619	9.94***
α ARCH Response to squared shocks	0.0792	36.00***
β GARCH Volatility persistence	0.9877	781.41***
ν DF Student-t tail thickness	9.4849	4.91***

V-Lab

Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Utilities Average Analyses