S&P Utilities Select Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.35% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 23.44 | |
| 0.0383 | 13.80 | |
| 0.9073 | 414.67 | |
| 0.0702 | 11.73 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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