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	param	t-stat
$ω$	0.0181	9.14
$α$	0.1614	42.69
$β$	0.9854	1,210.51
$γ$	-0.0854	-24.09

V-Lab

S&P Composite 1500 Banks Industry Index EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:25.91% (+3.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P Composite 1500 Banks Industry Index Analyses