Skip to main content
V-Lab

S&P Composite 1500 Energy Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.22% (+0.01%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Composite 1500 Energy Sector Index AGARCH
paramt-stat
ω0.01056.92
α0.064635.25
β0.9255493.87
γ0.531628.18
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts