S&P Composite 1500 Banks Industry Group Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.38% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9709 | 6.25 | |
| 0.0801 | 45.57 | |
| 0.9926 | 827.16 | |
| 7.1678 | 8.57 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
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