Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:12.60% (+4.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7492 | 7,491,520.00 | |
| 0.0008 | 8,480.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.5810 | 15.41 | |
| 0.3999 | 23.27 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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