S&P Energy Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.99% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 7.13 | |
| 0.1367 | 35.40 | |
| 0.9854 | 1,086.46 | |
| -0.0655 | -19.71 |
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 EGARCH Analyses on Equity Sectors