Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:15.28% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 26.56 | |
| 0.0492 | 18.51 | |
| 0.9035 | 464.27 | |
| 0.0607 | 11.17 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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