S&P Composite 1500 Energy Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.91% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 20.79 | |
| 0.0705 | 36.18 | |
| 0.9239 | 499.93 |
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 GARCH Analyses on Equity Sectors