S&P Utilities Select Sector Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.08% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 29.24 | |
| 0.0758 | 33.13 | |
| 0.9077 | 384.93 | |
| 0.2791 | 14.87 | |
| 1.7222 | 34.35 |
Estimation Period:
Dec 30, 1997 to Feb 13, 2026
Dec 30, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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