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S&P Global Clean Energy Transition Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.50% (+2.31%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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to

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graph of S&P Global Clean Energy Transition Index GJR-GARCH
paramt-stat
ω0.027219.92
α0.064218.71
β0.9100429.47
γ0.03265.33
Estimation Period:
Nov 20, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts