S&P Composite 1500 Utilities Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.83% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 22.42 | |
| 0.0826 | 38.58 | |
| 0.9019 | 408.09 | |
| 0.2021 | 13.53 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Utilities Sector Index Analyses
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