S&P 500 Industrials Sector Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.78% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 23.59 | |
| 0.0909 | 40.77 | |
| 0.8954 | 408.48 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Industrials Sector Index Analyses
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