S&P Composite 1500 Capital Markets Industry Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.78% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0543 | 18.92 | |
| 0.1098 | 35.50 | |
| 0.8690 | 248.21 |
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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