S&P Industrial Select Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.41% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 21.30 | |
| 0.1044 | 38.87 | |
| 0.8762 | 309.62 |
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 GARCH Analyses on Equity Sectors