S&P Composite 1500 Diversified Banks Sub Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.32% (+4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 18.60 | |
| 0.0313 | 13.91 | |
| 0.9090 | 481.23 | |
| 0.1072 | 19.45 |
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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