S&P 500 Financial Services Industry Group Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.50% (+3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0183 | 8.12 | |
| 0.8467 | 209.27 | |
| 0.1557 | 38.51 | |
| 0.0097 | 6.18 | |
| 0.0454 | 6.01 | |
| 0.9502 | 112.65 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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