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S&P Composite 1500 Capital Markets Industry Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.29% (-1.66%)
Analysis last updated: Friday, February 20, 2026 at 12:01 AM UTC
Date Range:

from

to

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1Y ·

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graph of S&P Composite 1500 Capital Markets Industry Index AMEM
paramt-stat
ω0.065729.69
α0.118625.33
β0.7873249.53
γ0.131317.71
Estimation Period:
Apr 30, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts