S&P Composite 1500 Capital Markets Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.13% (+3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 6.38 | |
| 0.1475 | 39.78 | |
| 0.9802 | 806.10 | |
| -0.0982 | -27.73 |
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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