S&P Composite 1500 Banks Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.75% (+2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5475 | 3.57 | |
| 0.0954 | 9.13 | |
| 0.8818 | 75.88 | |
| -0.0388 | -0.79 | |
| -0.0130 | -0.19 | |
| 0.1602 | 3.87 | |
| -0.2130 | -5.81 | |
| 0.1761 | 4.77 | |
| -0.1007 | -3.01 | |
| 0.0302 | 1.15 |
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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