S&P Composite 1500 Information Technology Sector Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.49% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 1.74 | |
| 0.0918 | 45.61 | |
| 0.8944 | 416.56 | |
| 0.6621 | 18.68 |
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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