S&P 500 Industrials Sector Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.03% (+1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 34.43 | |
| 0.0606 | 26.27 | |
| 0.9242 | 530.87 | |
| 0.7861 | 21.18 | |
| 1.3938 | 49.00 |
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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