S&P 500 Industrials Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.34% (+1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0050 | 2.33 | |
| 0.8827 | 294.04 | |
| 0.1430 | 39.60 | |
| 0.0045 | 9.11 | |
| 0.0219 | 6.99 | |
| 0.9744 | 277.69 |
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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