S&P Composite 1500 Banks Industry Group Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:27.10% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5248 | 3.43 | |
| 0.0960 | 9.41 | |
| 0.8863 | 83.00 | |
| -0.0785 | -3.22 | |
| 0.1240 | 3.67 | |
| -0.0672 | -2.90 | |
| 0.0358 | 1.52 | |
| -0.0229 | -1.43 |
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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