S&P Energy Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.85% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0350 | 7.76 | |
| 0.0747 | 7.88 | |
| 0.9155 | 97.18 | |
| 0.0002 | 0.55 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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