S&P Composite 1500 Financial Services Industry Group Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.34% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 0.63 | |
| 0.0955 | 39.30 | |
| 0.8902 | 369.99 | |
| 0.6652 | 24.68 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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