S&P Composite 1500 Industrials Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.39% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5129 | 7.00 | |
| 0.1004 | 8.95 | |
| 0.8628 | 61.10 | |
| 0.0010 | 0.03 | |
| -0.0746 | -1.51 | |
| 0.1564 | 4.50 | |
| -0.1591 | -5.39 | |
| 0.1322 | 4.08 | |
| -0.0749 | -2.25 | |
| 0.0100 | 0.22 |
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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