S&P 500 Financials Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.47% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 2.29 | |
| 0.0962 | 45.78 | |
| 0.8851 | 405.65 | |
| 0.6167 | 33.97 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Financials Sector Index Analyses
Other AGARCH Analyses on Equity Sectors