S&P 500 Banks Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.66% (+5.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0281 | 11.77 | |
| 0.8499 | 204.15 | |
| 0.1399 | 32.61 | |
| 0.0087 | 9.89 | |
| 0.0363 | 8.77 | |
| 0.9603 | 209.34 |
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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