S&P Composite 1500 Banks Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.52% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 17.42 | |
| 0.0321 | 14.30 | |
| 0.9101 | 484.88 | |
| 0.1056 | 19.03 |
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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