Dow Jones Utilities Average EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.20% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 3.38 | |
| 0.1706 | 43.66 | |
| 0.9802 | 1,404.29 | |
| -0.0480 | -14.20 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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