S&P Industrial Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.32% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0040 | -1.57 | |
| 0.0906 | 50.25 | |
| 0.8799 | 448.71 | |
| 0.7524 | 33.60 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Industrial Select Sector Index Analyses
Other AGARCH Analyses on Equity Sectors