S&P Composite 1500 Investment Banking & Brokerage EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.75% (+5.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 10.78 | |
| 0.1445 | 35.43 | |
| 0.9805 | 956.54 | |
| -0.0764 | -15.77 |
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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