S&P Composite 1500 Other Diversified Financial Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.65% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 5.71 | |
| 0.1312 | 15.86 | |
| 0.9718 | 418.00 | |
| -0.0946 | -15.41 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Other Diversified Financial Sub Industry Index Analyses
Other EGARCH Analyses on Equity Sectors