Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
16.21%
decreased by 0.23%
1 Week
16.43%
decreased by 0.01%
1 Month
16.75%
increased by 0.31%
Analysis last updated: Saturday, May 23, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0516 | 16.04 | |
| 0.7799 | 84.32 | |
| 0.1004 | 20.15 | |
| 0.0079 | 5.33 | |
| 0.0501 | 5.24 | |
| 0.9424 | 88.82 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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