S&P Composite 1500 Energy Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.25% (+2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 7.16 | |
| 0.1305 | 37.63 | |
| 0.9863 | 1,223.67 | |
| -0.0627 | -19.73 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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