S&P 500 Financials Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.00% (+3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 24.24 | |
| 0.0311 | 14.51 | |
| 0.8977 | 475.48 | |
| 0.1189 | 23.20 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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