Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
18.41%
increased by 2.24%
1 Week
18.38%
increased by 2.21%
1 Month
18.27%
increased by 2.10%
Analysis last updated: Saturday, May 16, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1666 | 9.89 | |
| 0.0796 | 35.93 | |
| 0.9877 | 777.70 | |
| 9.4578 | 4.92 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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