S&P Energy Select Sector Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.53% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 20.52 | |
| 0.0748 | 32.70 | |
| 0.9158 | 405.59 |
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 GARCH Analyses on Equity Sectors