S&P Composite 1500 Industrials Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.34% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 4.26 | |
| 0.1281 | 34.76 | |
| 0.9781 | 870.93 | |
| -0.1115 | -38.79 |
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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