S&P Composite 1500 Diversified Banks Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.88% (+4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 9.39 | |
| 0.1639 | 42.29 | |
| 0.9849 | 1,166.96 | |
| -0.0854 | -23.84 |
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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