Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:12.03% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 26.47 | |
| 0.0491 | 18.47 | |
| 0.9034 | 463.75 | |
| 0.0612 | 11.27 |
Estimation Period:
Jan 2, 1990 to Nov 26, 2025
Jan 2, 1990 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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