S&P Composite 1500 Capital Markets Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.41% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6886 | 5.97 | |
| 0.1130 | 9.19 | |
| 0.8626 | 60.44 | |
| -0.0118 | -2.09 | |
| 0.0219 | 2.10 |
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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