S&P Composite 1500 Investment Banking & Brokerage AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.25% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 5.79 | |
| 0.0872 | 35.01 | |
| 0.8822 | 289.53 | |
| 0.8453 | 20.35 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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