S&P Composite 1500 Investment Banking & Brokerage GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.26% (+6.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0885 | 16.00 | |
| 0.0301 | 11.46 | |
| 0.8905 | 303.51 | |
| 0.1042 | 15.77 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Investment Banking & Brokerage Analyses
Other GJR-GARCH Analyses on Equity Sectors