S&P Composite 1500 Financial Services Industry Group Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.73% (+2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 8.04 | |
| 0.1564 | 45.87 | |
| 0.9847 | 1,235.51 | |
| -0.0898 | -28.18 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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