S&P 500 Financial Services Industry Group Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.05% (+2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 8.94 | |
| 0.1466 | 48.45 | |
| 0.9859 | 1,458.47 | |
| -0.0806 | -30.46 |
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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