S&P 500 Banks Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.84% (+2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9131 | 6.53 | |
| 0.0913 | 9.50 | |
| 0.8781 | 76.10 | |
| -0.0129 | -0.26 | |
| 0.1077 | 1.39 | |
| -0.1937 | -3.46 | |
| 0.0805 | 1.55 | |
| 0.1823 | 3.64 | |
| -0.3540 | -7.44 | |
| 0.2964 | 5.50 | |
| -0.1261 | -2.05 | |
| 0.0175 | 0.28 | |
| -0.0022 | -0.05 |
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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