S&P Composite 1500 Banks Industry Group Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.48% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 9.15 | |
| 0.1591 | 42.05 | |
| 0.9848 | 1,273.94 | |
| -0.0869 | -24.85 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Banks Industry Group Index Analyses
Other EGARCH Analyses on Equity Sectors