S&P 500 Utilities Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.06% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2348 | 8.40 | |
| 0.0766 | 39.35 | |
| 0.9912 | 915.22 | |
| 9.4610 | 5.54 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
Other S&P 500 Utilities Sector Index Analyses
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