Dow Jones Utilities Average APARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:14.28% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 30.55 | |
| 0.0845 | 41.29 | |
| 0.9069 | 437.47 | |
| 0.2344 | 15.96 | |
| 1.5874 | 35.89 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
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