S&P Composite 1500 Banks Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.40% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8841 | 4.56 | |
| 0.0928 | 10.03 | |
| 0.8990 | 99.31 | |
| 0.0021 | 2.00 |
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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