Skip to main content
V-Lab

S&P 500 Financials Sector Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.58% (-1.35%)
Analysis last updated: Sunday, February 15, 2026 at 05:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Financials Sector Index EGARCH
paramt-stat
ω0.01438.76
α0.160845.58
β0.98321,346.84
γ-0.0901-31.04
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts