Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:11.34% (-0.03%)
Parameter Estimates
param | t-stat | |
---|---|---|
26 | ||
0.0503 | 15.77 | |
0.7844 | 87.34 | |
0.1028 | 20.74 | |
0.0075 | 5.54 | |
0.0481 | 5.34 | |
0.9447 | 94.62 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
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