S&P Financial Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.33% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8568 | 6.09 | |
| 0.1164 | 9.56 | |
| 0.8539 | 63.37 | |
| -0.1254 | -4.54 | |
| 0.2461 | 6.05 | |
| -0.2211 | -7.29 | |
| 0.1662 | 5.51 | |
| -0.0970 | -3.28 | |
| 0.0457 | 1.05 |
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 Spline-GARCH Analyses on Equity Sectors