S&P Composite 1500 Energy Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.22% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 6.92 | |
| 0.0646 | 35.25 | |
| 0.9255 | 493.87 | |
| 0.5316 | 28.18 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Energy Sector Index Analyses
Other AGARCH Analyses on Equity Sectors