S&P 500 Banks Industry Group Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.75% (+5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0946 | 21.65 | |
| 0.0449 | 12.18 | |
| 0.8491 | 200.92 | |
| 0.1400 | 14.18 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Banks Industry Group Index Analyses
Other GJR-GARCH Analyses on Equity Sectors