S&P Composite 1500 Regional Banks Sub Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.62% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0279 | -9.58 | |
| 0.0751 | 32.42 | |
| 0.9207 | 417.95 | |
| 0.8402 | 30.35 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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