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S&P 500 Utilities Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.40% (+0.54%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P 500 Utilities Sector Index MF2-GARCH
paramt-stat
m26
α0.050215.52
β0.790882.32
γ0.090818.93
λ10.00635.13
λ20.05104.99
λ30.943085.35
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts