S&P Composite 1500 Health Care Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.25% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 5.24 | |
| 0.0867 | 38.05 | |
| 0.8900 | 362.98 | |
| 0.5252 | 31.12 |
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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