S&P 500 Banks Industry Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.54% (+4.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 27.70 | |
| 0.0809 | 41.01 | |
| 0.9191 | 506.67 | |
| 0.4733 | 25.40 | |
| 1.2944 | 38.35 |
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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