Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:15.23% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1602 | 10.12 | |
| 0.0801 | 36.24 | |
| 0.9877 | 794.61 | |
| 9.6115 | 4.89 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
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