S&P Composite 1500 Banks Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.35% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0260 | 10.04 | |
| 0.8669 | 231.41 | |
| 0.1420 | 34.28 | |
| 0.0077 | 9.73 | |
| 0.0308 | 7.71 | |
| 0.9666 | 218.50 |
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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