Dow Jones Utilities Average MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:4.85% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.6099 | 10.53 | |
| 0.4844 | 13.26 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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