S&P 500 Capital Markets Industry Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.70% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0541 | 18.73 | |
| 0.1088 | 34.95 | |
| 0.8702 | 246.51 |
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 GARCH Analyses on Equity Sectors