S&P Composite 1500 Banks Industry Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.05% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 20.04 | |
| 0.0894 | 38.91 | |
| 0.9062 | 424.05 |
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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