S&P 500 Banks Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.86% (+4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 10.38 | |
| 0.1578 | 46.11 | |
| 0.9866 | 1,393.48 | |
| -0.0759 | -24.87 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Banks Industry Index Analyses
Other EGARCH Analyses on Equity Sectors