S&P Composite 1500 Utilities Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.50% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 25.27 | |
| 0.0874 | 39.84 | |
| 0.9005 | 408.76 |
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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