Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:11.73% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 26.48 | |
| 0.0491 | 18.47 | |
| 0.9033 | 463.49 | |
| 0.0613 | 11.27 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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