S&P Composite 1500 Health Care Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.96% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 3.73 | |
| 0.1640 | 40.51 | |
| 0.9715 | 838.25 | |
| -0.0986 | -28.73 |
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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