S&P 500 Energy Sector Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.05% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 24.26 | |
| 0.0664 | 39.75 | |
| 0.9336 | 580.95 | |
| 0.3814 | 22.10 | |
| 1.3384 | 26.39 |
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 APARCH Analyses on Equity Sectors