S&P Global Clean Energy Transition Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.84% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7967 | 6.17 | |
| 0.0889 | 8.21 | |
| 0.8732 | 63.05 | |
| 0.2203 | 3.33 | |
| -0.4075 | -4.04 | |
| 0.2658 | 3.71 | |
| -0.1459 | -2.35 | |
| 0.2160 | 3.93 | |
| -0.2678 | -4.75 | |
| 0.1479 | 3.31 |
Estimation Period:
Nov 20, 2003 to Feb 6, 2026
Nov 20, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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