S&P 500 Energy Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.88% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0200 | 10.28 | |
| 0.8713 | 147.12 | |
| 0.0912 | 22.32 | |
| 0.0103 | 5.19 | |
| 0.0453 | 4.48 | |
| 0.9500 | 89.05 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Energy Sector Index Analyses
Other MF2-GARCH Analyses on Equity Sectors