S&P Composite 1500 Energy Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.49% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4262 | 10.58 | |
| 0.0661 | 38.35 | |
| 0.9919 | 1,134.85 | |
| 11.0831 | 4.32 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
Other S&P Composite 1500 Energy Sector Index Analyses
Other GAS-GARCH Student T Analyses on Equity Sectors