S&P Composite 1500 Banks Industry Group Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.36% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0245 | 9.46 | |
| 0.8681 | 242.14 | |
| 0.1433 | 35.45 | |
| 0.0070 | 9.78 | |
| 0.0278 | 8.23 | |
| 0.9698 | 256.97 |
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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