S&P 500 Energy Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.31% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 7.38 | |
| 0.1311 | 41.39 | |
| 0.9883 | 1,446.95 | |
| -0.0546 | -19.56 |
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 EGARCH Analyses on Equity Sectors