S&P 500 Banks Industry Group Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.38% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0859 | 9.48 | |
| 0.1438 | 7.49 | |
| 0.7833 | 32.59 | |
| 0.0155 | 3.38 | |
| -0.0223 | -2.40 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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