S&P 500 Financials Sector Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.58% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 8.76 | |
| 0.1608 | 45.58 | |
| 0.9832 | 1,346.84 | |
| -0.0901 | -31.04 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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