S&P 500 Utilities Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.89% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 25.42 | |
| 0.0460 | 18.47 | |
| 0.9149 | 520.99 | |
| 0.0540 | 11.15 |
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 GJR-GARCH Analyses on Equity Sectors