S&P 500 Industrials Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.67% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0825 | 7.43 | |
| 0.0927 | 9.22 | |
| 0.8696 | 66.40 | |
| 0.0487 | 1.92 | |
| -0.0042 | -0.10 | |
| -0.1425 | -4.39 | |
| 0.1921 | 6.95 | |
| -0.1726 | -6.57 | |
| 0.1342 | 4.41 | |
| -0.0748 | -2.40 | |
| 0.0086 | 0.20 |
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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