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V-Lab

S&P 500 Energy Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.88% (-0.69%)
Analysis last updated: Sunday, February 15, 2026 at 08:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of S&P 500 Energy Sector Index MF2-GARCH
paramt-stat
m36
α0.020010.28
β0.8713147.12
γ0.091222.32
λ10.01035.19
λ20.04534.48
λ30.950089.05
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts