S&P Composite 1500 Industrials Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.50% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0000 | 0.00 | |
| 0.8922 | 342.62 | |
| 0.1519 | 43.94 | |
| 0.0103 | 6.65 | |
| 0.0246 | 5.11 | |
| 0.9682 | 163.82 |
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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