S&P 500 Financial Services Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.63% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8784 | 5.64 | |
| 0.1036 | 7.52 | |
| 0.8666 | 57.80 | |
| 0.1576 | 5.06 | |
| -0.2941 | -6.58 | |
| 0.2195 | 6.85 | |
| -0.1142 | -3.48 | |
| 0.0409 | 1.60 |
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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