S&P Global Clean Energy Transition Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.34% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8045 | 6.25 | |
| 0.0888 | 8.22 | |
| 0.8732 | 63.12 | |
| 0.2265 | 3.43 | |
| -0.4178 | -4.15 | |
| 0.2733 | 3.82 | |
| -0.1527 | -2.45 | |
| 0.2242 | 3.94 | |
| -0.2820 | -4.20 | |
| 0.1801 | 1.73 |
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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