S&P Composite 1500 Other Diversified Financial Sub Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.00% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7088 | 7.30 | |
| 0.0686 | 19.03 | |
| 0.9844 | 454.05 | |
| 7.7454 | 3.78 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
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