Dow Jones Utilities Average GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:17.28% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 26.59 | |
| 0.0493 | 18.53 | |
| 0.9035 | 464.75 | |
| 0.0607 | 11.18 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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