S&P 500 Utilities Sector Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.71% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 24.28 | |
| 0.0817 | 43.13 | |
| 0.9093 | 484.93 |
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
Other GARCH Analyses on Equity Sectors