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S&P Energy Select Sector Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.53% (+0.56%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

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1Y ·

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graph of S&P Energy Select Sector Index GARCH
paramt-stat
ω0.029220.52
α0.074832.70
β0.9158405.59
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts