S&P Composite 1500 Regional Banks Sub Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.26% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8163 | 5.40 | |
| 0.0935 | 7.14 | |
| 0.8773 | 58.77 | |
| 0.2985 | 5.55 | |
| -0.5011 | -5.85 | |
| 0.2940 | 4.47 | |
| -0.1046 | -1.73 | |
| 0.0240 | 0.43 | |
| -0.0284 | -0.70 |
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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