S&P Composite 1500 Utilities Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.62% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7435 | 9.52 | |
| 0.0900 | 9.78 | |
| 0.8930 | 94.69 | |
| -0.0006 | -3.08 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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