S&P Composite 1500 Diversified Banks Sub Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.47% (+4.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0268 | 9.81 | |
| 0.8645 | 212.51 | |
| 0.1409 | 33.23 | |
| 0.0114 | 9.15 | |
| 0.0356 | 6.91 | |
| 0.9604 | 166.22 |
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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