S&P Composite 1500 Asset Management & Custody Banks GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.06% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0522 | 17.48 | |
| 0.0165 | 7.37 | |
| 0.8990 | 428.30 | |
| 0.1302 | 19.74 |
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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