S&P 500 Financial Services Industry Group Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.54% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 20.30 | |
| 0.0277 | 14.94 | |
| 0.9133 | 553.16 | |
| 0.1017 | 22.04 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Financial Services Industry Group Index Analyses
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