S&P Composite 1500 Utilities Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.84% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0420 | 12.11 | |
| 0.8214 | 135.12 | |
| 0.0905 | 19.90 | |
| 0.0356 | 2.33 | |
| 0.1880 | 2.11 | |
| 0.7778 | 7.43 |
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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