Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:13.99% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1635 | 10.14 | |
| 0.0804 | 36.29 | |
| 0.9877 | 795.89 | |
| 9.6405 | 4.89 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
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