S&P Composite 1500 Banks Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.44% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0053 | -2.21 | |
| 0.0862 | 38.32 | |
| 0.9020 | 401.41 | |
| 0.7260 | 32.34 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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