Skip to main content
V-Lab

S&P Composite 1500 Utilities Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.00% (-0.12%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Utilities Sector Index EGARCH
paramt-stat
ω0.00374.46
α0.168640.31
β0.97891,273.00
γ-0.0490-13.20
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts