S&P 500 Utilities Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.18% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 23.81 | |
| 0.0807 | 43.73 | |
| 0.9080 | 486.86 | |
| 0.1621 | 13.72 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Utilities Sector Index Analyses
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