S&P Utilities Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.76% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2266 | 10.23 | |
| 0.0904 | 8.91 | |
| 0.8861 | 82.71 | |
| 0.0035 | 4.13 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Utilities Select Sector Index Analyses
Other Spline-GARCH Analyses on Equity Sectors