S&P 500 Capital Markets Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.74% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8816 | 8.32 | |
| 0.1100 | 9.20 | |
| 0.8692 | 63.88 | |
| 0.0001 | 0.39 |
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
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