Skip to main content
V-Lab

S&P Global Clean Energy Transition Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.26% (-1.41%)
Analysis last updated: Wednesday, February 11, 2026 at 12:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Global Clean Energy Transition Index MF2-GARCH
paramt-stat
m66
α0.054317.71
β0.8293167.14
γ0.076018.01
λ10.03144.86
λ20.155510.57
λ30.834348.77
Estimation Period:
Nov 20, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts