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S&P Financial Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.09% (+1.70%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Financial Select Sector Index AGARCH
paramt-stat
ω-0.0072-2.42
α0.108543.33
β0.8719344.35
γ0.717531.65
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts