S&P Global Clean Energy Transition Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.26% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0543 | 17.71 | |
| 0.8293 | 167.14 | |
| 0.0760 | 18.01 | |
| 0.0314 | 4.86 | |
| 0.1555 | 10.57 | |
| 0.8343 | 48.77 |
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 MF2-GARCH Analyses on Equity Sectors