S&P 500 Banks Industry Group Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.16% (+5.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0658 | 22.10 | |
| 0.1135 | 30.26 | |
| 0.8701 | 209.61 | |
| 0.5312 | 19.80 | |
| 0.9515 | 24.32 |
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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