S&P Composite 1500 Utilities Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.03% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 25.44 | |
| 0.0459 | 16.04 | |
| 0.9084 | 446.81 | |
| 0.0602 | 10.68 |
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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