S&P Composite 1500 Diversified Banks Sub Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.36% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5231 | 3.63 | |
| 0.0941 | 9.09 | |
| 0.8822 | 75.87 | |
| -0.0378 | -0.78 | |
| -0.0123 | -0.18 | |
| 0.1597 | 4.05 | |
| -0.2231 | -6.22 | |
| 0.1924 | 5.31 | |
| -0.1115 | -3.40 | |
| 0.0354 | 1.38 |
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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