S&P 500 Financial Services Industry Group Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.06% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1498 | 7.54 | |
| 0.0929 | 9.74 | |
| 0.8758 | 77.13 | |
| 0.0467 | 1.69 | |
| -0.0187 | -0.42 | |
| -0.1257 | -3.80 | |
| 0.2205 | 8.10 | |
| -0.2286 | -8.67 | |
| 0.1663 | 5.70 | |
| -0.0798 | -2.83 | |
| 0.0244 | 1.16 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Financial Services Industry Group Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Sectors