S&P Composite 1500 Financials Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.52% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6553 | 5.28 | |
| 0.0987 | 3.25 | |
| 0.8330 | 17.71 | |
| -0.0968 | -3.57 |
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Jun 28, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Financials Sector Index Analyses
Other Spline-GARCH Analyses on Equity Sectors