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S&P Utilities Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.99% (+0.88%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Utilities Select Sector Index AGARCH
paramt-stat
ω0.019919.72
α0.081236.58
β0.8996376.86
γ0.269315.08
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts