Dow Jones Utilities Average EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.08%
decreased by 0.51%
1 Week
19.96%
decreased by 0.63%
1 Month
19.52%
decreased by 1.07%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 0.0028 | 3.58 | |
| 0.1694 | 43.77 | |
| 0.9803 | 1,412.51 | |
| -0.0480 | -14.35 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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