S&P 500 Banks Industry Group Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.75% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 8.12 | |
| 0.1105 | 31.00 | |
| 0.8490 | 209.27 | |
| 0.7360 | 17.88 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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