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S&P Composite 1500 Regional Banks Sub Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:21.22% (-0.69%)
Analysis last updated: Wednesday, February 18, 2026 at 12:02 AM UTC
Date Range:

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graph of S&P Composite 1500 Regional Banks Sub Industry Index GJR-GARCH
paramt-stat
ω0.01628.55
α0.026012.68
β0.9281491.06
γ0.089116.31
Estimation Period:
Apr 29, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts