S&P Industrial Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.29% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0036 | 8.53 | |
| 0.1042 | 9.60 | |
| 0.8755 | 76.11 | |
| 0.0002 | 0.73 |
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 Zero Slope Spline-GARCH Analyses on Equity Sectors