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S&P 500 Financial Services Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.75% (+1.21%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of S&P 500 Financial Services Industry Index EGARCH
paramt-stat
ω0.01496.29
α0.172633.00
β0.9879981.03
γ-0.0692-14.61
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts