S&P Composite 1500 Capital Markets Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.23% (+2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0172 | 6.03 | |
| 0.8515 | 234.38 | |
| 0.1722 | 32.91 | |
| 0.0117 | 3.81 | |
| 0.0222 | 4.78 | |
| 0.9728 | 158.77 |
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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