Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:14.91% (+3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 26.44 | |
| 0.0492 | 18.47 | |
| 0.9031 | 462.39 | |
| 0.0617 | 11.33 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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