S&P Composite 1500 Capital Markets Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.50% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0617 | 15.34 | |
| 0.0224 | 8.63 | |
| 0.8811 | 342.32 | |
| 0.1406 | 17.76 |
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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