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S&P Composite 1500 Utilities Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.62% (+0.89%)
Analysis last updated: Thursday, February 19, 2026 at 12:01 AM UTC
Date Range:

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to

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1Y ·

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graph of S&P Composite 1500 Utilities Sector Index S0GARCH
paramt-stat
ω0.74359.52
α0.09009.78
β0.893094.69
γ1-0.0006-3.08
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts