S&P 500 Banks Industry Group Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.37% (-2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2834 | 8.01 | |
| 0.0968 | 23.58 | |
| 0.9682 | 209.47 | |
| 5.8284 | 6.06 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
Other S&P 500 Banks Industry Group Index Analyses
Other GAS-GARCH Student T Analyses on Equity Sectors