S&P 500 Banks Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.24% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9202 | 6.80 | |
| 0.0924 | 9.50 | |
| 0.8756 | 74.19 | |
| -0.0233 | -0.49 | |
| 0.1302 | 1.72 | |
| -0.2149 | -3.88 | |
| 0.0936 | 1.83 | |
| 0.1803 | 3.66 | |
| -0.3615 | -7.75 | |
| 0.3083 | 5.78 | |
| -0.1398 | -2.25 | |
| 0.0379 | 0.57 | |
| -0.0438 | -0.59 |
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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