S&P Composite 1500 Banks Industry Group Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:26.08% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0058 | -2.29 | |
| 0.0859 | 38.10 | |
| 0.9009 | 397.05 | |
| 0.7488 | 32.59 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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