Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:11.04% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1616 | 10.08 | |
| 0.0801 | 36.23 | |
| 0.9877 | 792.07 | |
| 9.5966 | 4.90 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
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