S&P Composite 1500 Utilities Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.14% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1241 | 10.79 | |
| 0.0824 | 36.12 | |
| 0.9863 | 717.83 | |
| 9.1602 | 5.37 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
Other S&P Composite 1500 Utilities Sector Index Analyses
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