S&P 500 Energy Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.02% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 10.90 | |
| 0.0674 | 42.38 | |
| 0.9241 | 573.64 | |
| 0.3712 | 19.64 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Energy Sector Index Analyses
Other AGARCH Analyses on Equity Sectors