S&P Composite 1500 Financial Services Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.96% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 5.07 | |
| 0.0859 | 28.92 | |
| 0.9017 | 312.76 | |
| 0.4399 | 15.22 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Financial Services Industry Index Analyses
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