S&P Composite 1500 Diversified Banks Sub Industry Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.23% (+2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 20.81 | |
| 0.0878 | 38.92 | |
| 0.9068 | 427.74 |
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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