S&P 500 Financials Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.09% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1084 | 7.17 | |
| 0.0843 | 42.22 | |
| 0.9897 | 640.98 | |
| 7.3924 | 7.78 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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