S&P 500 Financial Services Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.88% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8877 | 5.65 | |
| 0.1045 | 7.71 | |
| 0.8660 | 58.49 | |
| 0.1602 | 5.14 | |
| -0.3003 | -6.70 | |
| 0.2298 | 6.91 | |
| -0.1365 | -3.63 | |
| 0.1005 | 1.89 |
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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