Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:5.39% (-11.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.6966 | 40.05 | |
| 0.3820 | 405.14 | |
| 0.0000 | 0.06 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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