S&P Financial Select Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.40% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 20.56 | |
| 0.0298 | 11.46 | |
| 0.8868 | 395.54 | |
| 0.1460 | 24.36 |
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 GJR-GARCH Analyses on Equity Sectors