Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
20.29%
increased by 4.08%
1 Week
19.74%
increased by 3.53%
1 Month
18.69%
increased by 2.48%
Analysis last updated: Saturday, May 16, 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 | 16.03 | |
| 0.7797 | 84.36 | |
| 0.1007 | 20.18 | |
| 0.0079 | 5.33 | |
| 0.0501 | 5.25 | |
| 0.9424 | 88.82 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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