S&P 500 Utilities Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.66% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7563 | 8.76 | |
| 0.0843 | 10.54 | |
| 0.9014 | 111.01 | |
| 0.0002 | 0.31 |
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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