S&P Utilities Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.56% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3492 | 9.80 | |
| 0.0897 | 8.90 | |
| 0.8875 | 82.89 | |
| 0.0075 | 4.17 | |
| -0.0092 | -3.91 |
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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