S&P Utilities Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.99% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 19.72 | |
| 0.0812 | 36.58 | |
| 0.8996 | 376.86 | |
| 0.2693 | 15.08 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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