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S&P Global Clean Energy Transition Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.84% (-1.36%)
Analysis last updated: Thursday, February 12, 2026 at 12:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P Global Clean Energy Transition Index S0GARCH
paramt-stat
ω0.79676.17
α0.08898.21
β0.873263.05
γ10.22033.33
γ2-0.4075-4.04
γ30.26583.71
γ4-0.1459-2.35
γ50.21603.93
γ6-0.2678-4.75
γ70.14793.31
Estimation Period:
Nov 20, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts