Skip to main content
V-Lab

S&P Energy Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.07% (+2.72%)
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 MF2-GARCH
paramt-stat
m41
α0.00220.98
β0.8531140.01
γ0.112428.39
λ10.07011.81
λ20.18391.80
λ30.79036.77
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts