S&P 500 Energy Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.29% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8474 | 6.38 | |
| 0.0677 | 9.70 | |
| 0.9244 | 133.51 | |
| 0.0002 | 0.29 |
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 Spline-GARCH Analyses on Equity Sectors