S&P Financial Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.09% (+1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0072 | -2.42 | |
| 0.1085 | 43.33 | |
| 0.8719 | 344.35 | |
| 0.7175 | 31.65 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Financial Select Sector Index Analyses
Other AGARCH Analyses on Equity Sectors