S&P 500 Energy Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.62% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8060 | 7.12 | |
| 0.0677 | 9.64 | |
| 0.9245 | 132.63 | |
| -0.0004 | -1.92 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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