S&P Composite 1500 Banks Industry Group Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.36% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8798 | 4.85 | |
| 0.0931 | 10.00 | |
| 0.8979 | 98.73 | |
| 0.0021 | 2.01 |
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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