Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.17% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0508 | 15.98 | |
| 0.7848 | 86.89 | |
| 0.1005 | 20.42 | |
| 0.0075 | 5.51 | |
| 0.0477 | 5.32 | |
| 0.9451 | 95.01 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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