S&P Industrial Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.36% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 3.85 | |
| 0.1326 | 32.82 | |
| 0.9782 | 826.21 | |
| -0.1125 | -37.40 |
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 EGARCH Analyses on Equity Sectors