S&P Composite 1500 Investment Banking & Brokerage GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.08% (+4.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0752 | 19.23 | |
| 0.0952 | 32.03 | |
| 0.8832 | 264.67 |
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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