S&P Composite 1500 Other Diversified Financial Sub Industry Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.02% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 5.52 | |
| 0.0822 | 21.36 | |
| 0.8927 | 208.66 | |
| 0.9238 | 17.86 |
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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