S&P Energy Select Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.57% (+1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1600 | 8.70 | |
| 0.0696 | 35.18 | |
| 0.9918 | 920.05 | |
| 11.9162 | 3.52 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
Other S&P Energy Select Sector Index Analyses
Other GAS-GARCH Student T Analyses on Equity Sectors