S&P Composite 1500 Industrials Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.41% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 20.75 | |
| 0.0000 | 0.00 | |
| 0.9125 | 511.18 | |
| 0.1420 | 33.46 |
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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