S&P Energy Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.22% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1317 | 8.25 | |
| 0.0753 | 7.85 | |
| 0.9136 | 96.93 | |
| 0.0021 | 1.70 |
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
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