S&P 500 Industrials Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.64% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 20.68 | |
| 0.0059 | 3.73 | |
| 0.9160 | 547.21 | |
| 0.1266 | 31.37 |
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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