S&P 500 Industrials Sector Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.01% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 4.25 | |
| 0.1343 | 38.56 | |
| 0.9803 | 1,045.12 | |
| -0.0986 | -34.53 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Industrials Sector Index Analyses
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