S&P 500 Banks Industry Group Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.37% (+3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0742 | 9.43 | |
| 0.1440 | 7.46 | |
| 0.7834 | 32.63 | |
| 0.0142 | 3.57 | |
| -0.0192 | -3.73 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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