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S&P Composite 1500 Energy Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.92% (+0.77%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of S&P Composite 1500 Energy Sector Index S0GARCH
paramt-stat
ω0.83106.94
α0.07078.76
β0.9220117.88
γ1-0.0005-2.00
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts