S&P Composite 1500 Regional Banks Sub Industry Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.23% (+2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 21.23 | |
| 0.0724 | 27.48 | |
| 0.9276 | 446.17 | |
| 0.5291 | 21.02 | |
| 1.3917 | 32.71 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Regional Banks Sub Industry Index Analyses
Other APARCH Analyses on Equity Sectors