Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:20.48% (+7.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.6208 | 10.70 | |
| 0.4719 | 13.26 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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