S&P Composite 1500 Industrials Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.03% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4367 | 11.50 | |
| 0.0842 | 36.96 | |
| 0.9847 | 667.14 | |
| 8.9130 | 5.50 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
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