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S&P Energy Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.34% (0.00%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Energy Select Sector Index AGARCH
paramt-stat
ω0.023611.02
α0.076440.89
β0.9078477.81
γ0.540025.30
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts