S&P 500 Capital Markets Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.86% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 2.54 | |
| 0.0958 | 37.57 | |
| 0.8716 | 268.69 | |
| 0.8049 | 19.25 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Capital Markets Industry Index Analyses
Other AGARCH Analyses on Equity Sectors