Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:13.65% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1611 | 10.09 | |
| 0.0801 | 36.22 | |
| 0.9877 | 788.23 | |
| 9.5754 | 4.91 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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