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S&P Composite 1500 Industrials Sector Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.07% (-0.92%)
Analysis last updated: Sunday, February 15, 2026 at 01:18 PM UTC
Date Range:

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to

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graph of S&P Composite 1500 Industrials Sector Index AGARCH
paramt-stat
ω-0.0081-3.69
α0.078741.89
β0.8961404.36
γ0.775437.42
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts