S&P Global Clean Energy Transition Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.31% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 19.25 | |
| 0.1756 | 39.27 | |
| 0.9858 | 1,396.31 | |
| -0.0282 | -7.98 |
Estimation Period:
Nov 20, 2003 to Feb 6, 2026
Nov 20, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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