S&P Composite 1500 Energy Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.18% (+2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 17.46 | |
| 0.0275 | 14.52 | |
| 0.9299 | 575.79 | |
| 0.0691 | 14.58 |
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
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