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S&P Utilities Select Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.35% (+0.32%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of S&P Utilities Select Sector Index GJR-GARCH
paramt-stat
ω0.022923.44
α0.038313.80
β0.9073414.67
γ0.070211.73
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts