S&P 500 Industrials Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.75% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4291 | 8.66 | |
| 0.0773 | 39.68 | |
| 0.9890 | 732.04 | |
| 8.3106 | 5.99 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
Other S&P 500 Industrials Sector Index Analyses
Other GAS-GARCH Student T Analyses on Equity Sectors