S&P Composite 1500 Financial Services Industry Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.85% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 6.34 | |
| 0.1726 | 33.06 | |
| 0.9879 | 984.91 | |
| -0.0697 | -14.63 |
Estimation Period:
Apr 29, 2003 to Feb 13, 2026
Apr 29, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Financial Services Industry Index Analyses
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