S&P Global Clean Energy Transition Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.89% (+2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6643 | 6.18 | |
| 0.0766 | 34.15 | |
| 0.9907 | 660.04 | |
| 7.9520 | 5.05 |
Estimation Period:
Nov 20, 2003 to Feb 6, 2026
Nov 20, 2003 to Feb 6, 2026
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