S&P Industrial Select Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.34% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8071 | 9.20 | |
| 0.0917 | 35.90 | |
| 0.9868 | 624.14 | |
| 8.9232 | 5.87 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
Other S&P Industrial Select Sector Index Analyses
Other GAS-GARCH Student T Analyses on Equity Sectors