S&P 500 Financials Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.42% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0223 | 8.88 | |
| 0.8408 | 222.60 | |
| 0.1639 | 38.46 | |
| 0.0087 | 8.87 | |
| 0.0375 | 8.91 | |
| 0.9577 | 198.73 |
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
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