S&P 500 Industrials Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.93% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0760 | 7.33 | |
| 0.0926 | 9.27 | |
| 0.8703 | 67.06 | |
| 0.0469 | 1.85 | |
| -0.0028 | -0.07 | |
| -0.1403 | -4.30 | |
| 0.1880 | 6.75 | |
| -0.1688 | -6.41 | |
| 0.1331 | 4.40 | |
| -0.0800 | -2.81 | |
| 0.0280 | 1.47 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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