S&P 500 Capital Markets Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.64% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6771 | 5.83 | |
| 0.1123 | 9.10 | |
| 0.8636 | 59.98 | |
| -0.0123 | -2.08 | |
| 0.0222 | 2.05 |
Estimation Period:
Apr 29, 2003 to Feb 13, 2026
Apr 29, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Capital Markets Industry Index Analyses
Other Spline-GARCH Analyses on Equity Sectors