S&P Composite 1500 Energy Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.63% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0066 | 4.59 | |
| 0.9039 | 341.85 | |
| 0.0920 | 29.00 | |
| 0.2363 | 0.69 | |
| 0.6785 | 0.68 | |
| 0.2279 | 0.20 |
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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