S&P Composite 1500 Capital Markets Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.60% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 2.42 | |
| 0.0963 | 37.57 | |
| 0.8706 | 268.20 | |
| 0.8178 | 20.22 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Capital Markets Industry Index Analyses
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