S&P 500 Financials Sector Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.28% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 32.02 | |
| 0.0865 | 40.81 | |
| 0.9114 | 488.42 | |
| 0.5410 | 27.24 | |
| 1.2561 | 36.85 |
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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