S&P Composite 1500 Industrials Sector Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.91% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 34.94 | |
| 0.0567 | 1.19 | |
| 0.9230 | 500.57 | |
| 1.0000 | 0.80 | |
| 1.3293 | 48.69 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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