S&P Composite 1500 Regional Banks Sub Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.98% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3219 | 5.93 | |
| 0.0743 | 48.20 | |
| 0.9941 | 1,071.26 | |
| 6.4418 | 10.21 |
Estimation Period:
Apr 29, 2003 to Feb 13, 2026
Apr 29, 2003 to Feb 13, 2026
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