S&P Composite 1500 Diversified Banks Sub Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.17% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8476 | 4.61 | |
| 0.0911 | 10.10 | |
| 0.9006 | 102.26 | |
| 0.0018 | 1.73 |
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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