S&P 500 Banks Industry Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.38% (+2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 22.11 | |
| 0.0853 | 42.18 | |
| 0.9090 | 471.46 |
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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