S&P Composite 1500 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.96% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0087 | -1.74 | |
| 0.1084 | 23.79 | |
| 0.8609 | 179.96 | |
| 0.6824 | 15.12 |
Estimation Period:
Oct 31, 1994 to Feb 20, 2026
Oct 31, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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