S&P Composite 1500 Regional Banks Sub Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.33% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8160 | 5.52 | |
| 0.0935 | 7.12 | |
| 0.8763 | 57.91 | |
| 0.3040 | 5.75 | |
| -0.5124 | -6.08 | |
| 0.3069 | 4.71 | |
| -0.1225 | -2.01 | |
| 0.0552 | 0.91 | |
| -0.0963 | -1.31 |
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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