S&P Composite 1500 Capital Markets Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.46% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8842 | 8.37 | |
| 0.1110 | 9.33 | |
| 0.8680 | 64.21 | |
| 0.0001 | 0.39 |
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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