S&P Financial Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.13% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8606 | 6.15 | |
| 0.1165 | 9.54 | |
| 0.8533 | 62.92 | |
| -0.1236 | -4.50 | |
| 0.2429 | 6.00 | |
| -0.2181 | -7.21 | |
| 0.1628 | 5.48 | |
| -0.0925 | -3.45 | |
| 0.0358 | 1.77 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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