S&P 500 Energy Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.33% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 16.52 | |
| 0.0315 | 17.79 | |
| 0.9312 | 632.61 | |
| 0.0596 | 13.22 |
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 GJR-GARCH Analyses on Equity Sectors