S&P Financial Select Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.46% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7257 | 6.01 | |
| 0.0955 | 44.14 | |
| 0.9911 | 638.61 | |
| 7.3887 | 8.22 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
Other S&P Financial Select Sector Index Analyses
Other GAS-GARCH Student T Analyses on Equity Sectors