S&P 500 Utilities Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.40% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0502 | 15.52 | |
| 0.7908 | 82.32 | |
| 0.0908 | 18.93 | |
| 0.0063 | 5.13 | |
| 0.0510 | 4.99 | |
| 0.9430 | 85.35 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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