S&P 500 Energy Sector Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.18% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 19.55 | |
| 0.0672 | 39.26 | |
| 0.9268 | 562.38 |
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 GARCH Analyses on Equity Sectors