S&P Composite 1500 Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.91% (+3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 20.44 | |
| 0.1101 | 40.34 | |
| 0.8738 | 331.48 |
Estimation Period:
Oct 31, 1994 to Feb 6, 2026
Oct 31, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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