Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:14.62% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 26.58 | |
| 0.0492 | 18.52 | |
| 0.9036 | 465.31 | |
| 0.0605 | 11.16 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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