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S&P Energy Select Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.95% (+1.83%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Energy Select Sector Index GJR-GARCH
paramt-stat
ω0.031516.04
α0.027914.11
β0.9239489.36
γ0.073413.80
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts