S&P 500 Industrials Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.91% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0009 | -0.54 | |
| 0.0807 | 44.33 | |
| 0.8969 | 443.57 | |
| 0.6408 | 35.98 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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