S&P Composite 1500 Regional Banks Sub Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:21.22% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 8.55 | |
| 0.0260 | 12.68 | |
| 0.9281 | 491.06 | |
| 0.0891 | 16.31 |
Estimation Period:
Apr 29, 2003 to Feb 13, 2026
Apr 29, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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