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S&P Utilities Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.56% (+0.98%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P Utilities Select Sector Index S0GARCH
paramt-stat
ω1.34929.80
α0.08978.90
β0.887582.89
γ10.00754.17
γ2-0.0092-3.91
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts