Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:10.85% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 26.44 | |
| 0.0492 | 18.46 | |
| 0.9030 | 461.87 | |
| 0.0619 | 11.35 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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