S&P 500 Banks Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.20% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0569 | 6.24 | |
| 0.0779 | 47.73 | |
| 0.9931 | 889.84 | |
| 6.9884 | 9.43 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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