S&P Composite 1500 Investment Banking & Brokerage MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.39% (+6.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0260 | 10.66 | |
| 0.8693 | 228.76 | |
| 0.1257 | 27.72 | |
| 0.0151 | 3.04 | |
| 0.0171 | 4.27 | |
| 0.9783 | 171.97 |
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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