S&P Composite 1500 Industrials Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.75% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5124 | 7.00 | |
| 0.1000 | 8.98 | |
| 0.8633 | 61.45 | |
| -0.0005 | -0.01 | |
| -0.0715 | -1.45 | |
| 0.1533 | 4.41 | |
| -0.1566 | -5.32 | |
| 0.1319 | 4.11 | |
| -0.0794 | -2.61 | |
| 0.0255 | 1.25 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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