S&P 500 Financial Services Industry Group Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.56% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1698 | 7.66 | |
| 0.0932 | 9.81 | |
| 0.8756 | 77.41 | |
| 0.0496 | 1.79 | |
| -0.0217 | -0.48 | |
| -0.1270 | -3.84 | |
| 0.2248 | 8.26 | |
| -0.2350 | -8.92 | |
| 0.1744 | 5.88 | |
| -0.0922 | -2.93 | |
| 0.0526 | 1.12 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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