S&P 500 Utilities Sector Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.36% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 29.61 | |
| 0.0767 | 41.03 | |
| 0.9164 | 486.40 | |
| 0.2180 | 15.50 | |
| 1.6875 | 38.25 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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