S&P Composite 1500 Regional Banks Sub Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.65% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0234 | 9.53 | |
| 0.8824 | 264.10 | |
| 0.1287 | 30.82 | |
| 0.0048 | 5.96 | |
| 0.0385 | 9.45 | |
| 0.9612 | 218.30 |
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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