S&P 500 Financial Services Industry Group Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.69% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8578 | 5.68 | |
| 0.0782 | 41.77 | |
| 0.9926 | 740.73 | |
| 7.2996 | 7.81 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
Other S&P 500 Financial Services Industry Group Index Analyses
Other GAS-GARCH Student T Analyses on Equity Sectors