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S&P 500 Utilities Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.89% (-0.17%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

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1Y ·

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graph of S&P 500 Utilities Sector Index GJR-GARCH
paramt-stat
ω0.013025.42
α0.046018.47
β0.9149520.99
γ0.054011.15
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts