S&P Energy Select Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.95% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 16.04 | |
| 0.0279 | 14.11 | |
| 0.9239 | 489.36 | |
| 0.0734 | 13.80 |
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 GJR-GARCH Analyses on Equity Sectors