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S&P Energy Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.22% (+0.54%)
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 SGARCH
paramt-stat
ω1.13178.25
α0.07537.85
β0.913696.93
γ10.00211.70
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts