S&P Financial Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.06% (+4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0228 | 7.37 | |
| 0.8405 | 216.45 | |
| 0.1822 | 37.62 | |
| 0.0085 | 9.75 | |
| 0.0350 | 8.14 | |
| 0.9607 | 197.59 |
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 MF2-GARCH Analyses on Equity Sectors