S&P Composite 1500 Utilities Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.00% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 4.46 | |
| 0.1686 | 40.31 | |
| 0.9789 | 1,273.00 | |
| -0.0490 | -13.20 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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