S&P Composite 1500 Investment Banking & Brokerage Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.92% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7579 | 8.53 | |
| 0.0967 | 8.43 | |
| 0.8814 | 66.98 | |
| -0.0007 | -1.69 |
Estimation Period:
Apr 29, 2003 to Feb 13, 2026
Apr 29, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Investment Banking & Brokerage Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Sectors