Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
15.62%
decreased by 0.73%
1 Week
15.97%
decreased by 0.38%
1 Month
16.48%
increased by 0.13%
Analysis last updated: Wednesday, April 15, 2026 at 12:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0523 | 16.23 | |
| 0.7790 | 83.94 | |
| 0.1002 | 20.07 | |
| 0.0078 | 5.35 | |
| 0.0499 | 5.25 | |
| 0.9426 | 89.28 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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