S&P 500 Financials Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.90% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 23.98 | |
| 0.0980 | 43.05 | |
| 0.8901 | 395.60 |
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 GARCH Analyses on Equity Sectors