S&P Energy Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.34% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 11.02 | |
| 0.0764 | 40.89 | |
| 0.9078 | 477.81 | |
| 0.5400 | 25.30 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Energy Select Sector Index Analyses
Other AGARCH Analyses on Equity Sectors