Dow Jones Utilities Average GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 10th, 2025:14.77% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1623 | 10.08 | |
| 0.0802 | 36.20 | |
| 0.9877 | 788.23 | |
| 9.5735 | 4.91 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
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