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S&P Composite 1500 Energy Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.97% (+0.74%)
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 SGARCH
paramt-stat
ω0.68866.84
α0.07228.54
β0.9176112.12
γ1-0.0060-2.85
γ20.01162.72
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts