Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.31% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1582 | 10.15 | |
| 0.0801 | 36.19 | |
| 0.9876 | 788.81 | |
| 9.5892 | 4.89 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
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