S&P Global Clean Energy Transition Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.50% (+2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 19.92 | |
| 0.0642 | 18.71 | |
| 0.9100 | 429.47 | |
| 0.0326 | 5.33 |
Estimation Period:
Nov 20, 2003 to Feb 6, 2026
Nov 20, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Global Clean Energy Transition Index Analyses
Other GJR-GARCH Analyses on Equity Sectors