S&P Energy Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.07% (+2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0022 | 0.98 | |
| 0.8531 | 140.01 | |
| 0.1124 | 28.39 | |
| 0.0701 | 1.81 | |
| 0.1839 | 1.80 | |
| 0.7903 | 6.77 |
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 MF2-GARCH Analyses on Equity Sectors