S&P Composite 1500 Capital Markets Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.03% (+2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5791 | 7.54 | |
| 0.0943 | 30.29 | |
| 0.9828 | 418.22 | |
| 7.0028 | 6.05 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
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