S&P Composite 1500 Investment Banking & Brokerage GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.89% (+4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3790 | 7.25 | |
| 0.0796 | 28.19 | |
| 0.9836 | 434.08 | |
| 7.0505 | 4.92 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
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