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	param	t-stat
$ω$	0.0208	6.37
$α$	0.1460	39.45
$β$	0.9808	829.78
$γ$	-0.0959	-27.52

V-Lab

S&P 500 Capital Markets Industry Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:37.38% (+3.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P 500 Capital Markets Industry Index Analyses