S&P Composite 1500 Asset Management & Custody Banks AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.13% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0049 | 1.33 | |
| 0.0896 | 41.39 | |
| 0.8862 | 362.30 | |
| 0.8451 | 28.78 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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