S&P Composite 1500 Energy Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.97% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6886 | 6.84 | |
| 0.0722 | 8.54 | |
| 0.9176 | 112.12 | |
| -0.0060 | -2.85 | |
| 0.0116 | 2.72 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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