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S&P Composite 1500 Utilities Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.84% (+0.48%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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graph of S&P Composite 1500 Utilities Sector Index MF2-GARCH
paramt-stat
m61
α0.042012.11
β0.8214135.12
γ0.090519.90
λ10.03562.33
λ20.18802.11
λ30.77787.43
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts