S&P Industrial Select Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.40% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 17.48 | |
| 0.0000 | 0.00 | |
| 0.9115 | 493.77 | |
| 0.1431 | 30.23 |
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 GJR-GARCH Analyses on Equity Sectors