S&P Composite 1500 Banks Industry Group Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:25.34% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 21.34 | |
| 0.0901 | 38.92 | |
| 0.9047 | 417.88 |
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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