S&P Financial Select Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.26% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 21.85 | |
| 0.1130 | 39.90 | |
| 0.8761 | 324.74 |
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 GARCH Analyses on Equity Sectors