S&P Composite 1500 Financials Sector Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.24% (+1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0528 | 12.31 | |
| 0.0897 | 14.19 | |
| 0.8931 | 158.80 | |
| 0.5264 | 11.50 | |
| 1.4728 | 14.54 |
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Jun 28, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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