S&P 500 Financial Services Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.75% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 6.29 | |
| 0.1726 | 33.00 | |
| 0.9879 | 981.03 | |
| -0.0692 | -14.61 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Financial Services Industry Index Analyses
Other EGARCH Analyses on Equity Sectors