S&P Composite 1500 Diversified Banks Sub Industry Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.16% (+4.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 28.23 | |
| 0.0858 | 37.73 | |
| 0.9142 | 444.85 | |
| 0.5518 | 25.20 | |
| 1.1984 | 35.49 |
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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