S&P Composite 1500 Banks Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.39% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0663 | 6.20 | |
| 0.0796 | 48.07 | |
| 0.9933 | 928.35 | |
| 7.0905 | 9.21 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
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