S&P Composite 1500 Regional Banks Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.37% (+2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 8.22 | |
| 0.1541 | 36.34 | |
| 0.9897 | 1,372.61 | |
| -0.0843 | -25.06 |
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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