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	param	t-stat
$ω$	0.0156	7.12
$α$	0.1707	39.30
$β$	0.9822	1,085.35
$γ$	-0.1090	-30.27

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S&P Financial Select Sector Index EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:21.65% (+2.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P Financial Select Sector Index Analyses