S&P 500 Banks Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.90% (+4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 18.40 | |
| 0.0332 | 17.15 | |
| 0.9154 | 547.14 | |
| 0.0923 | 18.39 |
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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