S&P Utilities Select Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.42% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2988 | 13.50 | |
| 0.0857 | 32.70 | |
| 0.9824 | 719.74 | |
| 10.3662 | 4.21 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
Other S&P Utilities Select Sector Index Analyses
Other GAS-GARCH Student T Analyses on Equity Sectors