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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1597	9.86***
α ARCH Response to squared shocks	0.0788	35.87***
β GARCH Volatility persistence	0.9877	777.73***
ν DF Student-t tail thickness	9.4459	4.91***

V-Lab

Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dow Jones Utilities Average Analyses