S&P Energy Select Sector Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.37% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 20.62 | |
| 0.0686 | 34.23 | |
| 0.9283 | 451.72 | |
| 0.4574 | 22.96 | |
| 1.2991 | 25.56 |
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 APARCH Analyses on Equity Sectors