Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:4.78% (-9.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.6004 | 10.38 | |
| 0.4955 | 13.23 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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