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S&P Utilities Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.59% (+0.16%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Utilities Select Sector Index MF2-GARCH
paramt-stat
m61
α0.02407.02
β0.8413163.80
γ0.106323.30
λ10.02914.36
λ20.13945.48
λ30.834827.22
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts