S&P Composite 1500 Asset Management & Custody Banks MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.79% (+3.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0136 | 5.78 | |
| 0.8771 | 316.86 | |
| 0.1538 | 36.38 | |
| 0.0170 | 8.31 | |
| 0.0231 | 7.47 | |
| 0.9705 | 250.98 |
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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