S&P Composite 1500 Asset Management & Custody Banks GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.43% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 17.89 | |
| 0.1003 | 36.52 | |
| 0.8808 | 282.30 |
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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