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S&P Energy Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.99% (+2.36%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Energy Select Sector Index EGARCH
paramt-stat
ω0.01527.13
α0.136735.40
β0.98541,086.46
γ-0.0655-19.71
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts