Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
16.01%
decreased by 0.47%
1 Week
16.02%
decreased by 0.46%
1 Month
16.06%
decreased by 0.42%
Analysis last updated: Tuesday, April 7, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 26.65 | |
| 0.0492 | 18.61 | |
| 0.9044 | 469.57 | |
| 0.0593 | 10.97 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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