S&P Composite 1500 Regional Banks Sub Industry Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.24% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 15.23 | |
| 0.0803 | 29.62 | |
| 0.9189 | 382.39 |
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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