S&P 500 Capital Markets Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.55% (+2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0186 | 6.33 | |
| 0.8515 | 228.17 | |
| 0.1686 | 31.45 | |
| 0.0109 | 3.60 | |
| 0.0218 | 4.67 | |
| 0.9735 | 158.56 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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