S&P Composite 1500 Other Diversified Financial Sub Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.66% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5545 | 9.25 | |
| 0.0874 | 4.24 | |
| 0.8314 | 21.53 | |
| -0.0251 | -2.77 |
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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