S&P Composite 1500 Asset Management & Custody Banks Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.30% (+1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8371 | 7.59 | |
| 0.1020 | 9.28 | |
| 0.8777 | 68.58 | |
| 0.0018 | 1.12 |
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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