S&P Composite 1500 Industrials Sector Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.07% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0081 | -3.69 | |
| 0.0787 | 41.89 | |
| 0.8961 | 404.36 | |
| 0.7754 | 37.42 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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