S&P Composite 1500 Banks Industry Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.64% (+4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 28.50 | |
| 0.0841 | 36.57 | |
| 0.9159 | 461.41 | |
| 0.5363 | 25.05 | |
| 1.2448 | 36.06 |
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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