S&P Financial Select Sector Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.31% (+2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 29.40 | |
| 0.0935 | 36.21 | |
| 0.9052 | 405.00 | |
| 0.6284 | 24.36 | |
| 1.2051 | 38.19 |
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 APARCH Analyses on Equity Sectors