Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:11.68% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1643 | 10.09 | |
| 0.0805 | 36.25 | |
| 0.9877 | 790.79 | |
| 9.6111 | 4.90 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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