S&P 500 Financials Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.21% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9864 | 7.29 | |
| 0.1006 | 10.09 | |
| 0.8698 | 74.87 | |
| 0.0586 | 2.02 | |
| -0.0421 | -0.90 | |
| -0.1035 | -3.04 | |
| 0.2022 | 6.82 | |
| -0.2198 | -7.62 | |
| 0.1791 | 5.77 | |
| -0.1139 | -3.68 | |
| 0.0593 | 1.32 |
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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