S&P 500 Banks Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.40% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 1.59 | |
| 0.0864 | 45.00 | |
| 0.9028 | 462.50 | |
| 0.6227 | 32.55 |
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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