S&P Industrial Select Sector Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.98% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 30.37 | |
| 0.0541 | 0.44 | |
| 0.9219 | 463.96 | |
| 1.0000 | 0.31 | |
| 1.4097 | 43.50 |
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 APARCH Analyses on Equity Sectors