S&P 500 Capital Markets Industry Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.93% (+2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 24.11 | |
| 0.0808 | 32.07 | |
| 0.9014 | 385.72 | |
| 0.6095 | 20.62 | |
| 1.4066 | 36.83 |
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 APARCH Analyses on Equity Sectors