S&P 500 Financial Services Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.97% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 12.31 | |
| 0.0359 | 12.70 | |
| 0.9083 | 358.45 | |
| 0.0931 | 12.49 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Financial Services Industry Index Analyses
Other GJR-GARCH Analyses on Equity Sectors