S&P Utilities Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.59% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0240 | 7.02 | |
| 0.8413 | 163.80 | |
| 0.1063 | 23.30 | |
| 0.0291 | 4.36 | |
| 0.1394 | 5.48 | |
| 0.8348 | 27.22 |
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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