S&P 500 Energy Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.44% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4709 | 6.47 | |
| 0.0620 | 43.93 | |
| 0.9946 | 1,082.26 | |
| 9.4807 | 5.34 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
Other S&P 500 Energy Sector Index Analyses
Other GAS-GARCH Student T Analyses on Equity Sectors