S&P Composite 1500 Asset Management & Custody Banks EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.17% (+3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 8.09 | |
| 0.1517 | 38.86 | |
| 0.9807 | 893.95 | |
| -0.1000 | -29.38 |
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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