S&P Composite 1500 Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.94% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 20.45 | |
| 0.1099 | 40.35 | |
| 0.8740 | 332.45 |
Estimation Period:
Oct 31, 1994 to Feb 13, 2026
Oct 31, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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