S&P Composite 1500 Diversified Banks Sub Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.98% (+2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0358 | 6.14 | |
| 0.0797 | 45.94 | |
| 0.9926 | 821.69 | |
| 6.8193 | 9.32 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
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