S&P Composite 1500 Industrials Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.66% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 22.31 | |
| 0.0993 | 38.80 | |
| 0.8841 | 343.22 |
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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