S&P Composite 1500 Financials Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.37% (+2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 5.28 | |
| 0.1723 | 17.19 | |
| 0.9668 | 332.36 | |
| -0.1067 | -12.55 |
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Jun 28, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Financials Sector Index Analyses
Other EGARCH Analyses on Equity Sectors