S&P Utilities Select Sector Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.12% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 25.23 | |
| 0.0881 | 38.01 | |
| 0.8962 | 375.76 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Utilities Select Sector Index Analyses
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