S&P Industrial Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.38% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.9018 | 369.60 | |
| 0.1414 | 44.20 | |
| 0.0061 | 10.33 | |
| 0.0144 | 7.14 | |
| 0.9811 | 409.11 |
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 MF2-GARCH Analyses on Equity Sectors