S&P 500 Banks Industry Group Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.10% (+6.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0354 | 9.58 | |
| 0.7689 | 110.77 | |
| 0.1942 | 26.88 | |
| 0.0155 | 4.05 | |
| 0.0257 | 5.33 | |
| 0.9674 | 154.81 |
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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