S&P Composite 1500 Banks Industry Group Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.95% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 29.81 | |
| 0.0842 | 36.84 | |
| 0.9158 | 460.69 | |
| 0.5659 | 25.81 | |
| 1.1820 | 35.94 |
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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