S&P 500 Financial Services Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.20% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0248 | 10.27 | |
| 0.8603 | 206.15 | |
| 0.1311 | 28.57 | |
| 0.2123 | 8.10 | |
| 0.8918 | 26.12 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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