S&P Composite 1500 Utilities Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.52% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7823 | 9.25 | |
| 0.0902 | 9.76 | |
| 0.8926 | 94.93 | |
| 0.0003 | 0.46 |
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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