S&P 500 Banks Industry Group Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.79% (+4.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 13.12 | |
| 0.1935 | 30.42 | |
| 0.9618 | 543.69 | |
| -0.0969 | -18.81 |
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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