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S&P Composite 1500 Energy Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.63% (+2.88%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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graph of S&P Composite 1500 Energy Sector Index MF2-GARCH
paramt-stat
m81
α0.00664.59
β0.9039341.85
γ0.092029.00
λ10.23630.69
λ20.67850.68
λ30.22790.20
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts