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S&P Global Clean Energy Transition Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.34% (-1.35%)
Analysis last updated: Thursday, February 12, 2026 at 12:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Global Clean Energy Transition Index SGARCH
paramt-stat
ω0.80456.25
α0.08888.22
β0.873263.12
γ10.22653.43
γ2-0.4178-4.15
γ30.27333.82
γ4-0.1527-2.45
γ50.22423.94
γ6-0.2820-4.20
γ70.18011.73
Estimation Period:
Nov 20, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts