S&P Composite 1500 Capital Markets Industry Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.68% (+3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0463 | 24.73 | |
| 0.0807 | 31.59 | |
| 0.9010 | 388.87 | |
| 0.6306 | 21.19 | |
| 1.3994 | 36.58 |
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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