S&P Composite 1500 Asset Management & Custody Banks Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.53% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7797 | 7.61 | |
| 0.1013 | 9.47 | |
| 0.8795 | 70.47 | |
| -0.0005 | -1.20 |
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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