S&P Composite 1500 Multi-Sector Holdings Sub Industry Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.08% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 15.84 | |
| 0.0960 | 41.11 | |
| 0.8912 | 384.14 | |
| 0.2338 | 10.18 |
Estimation Period:
Sep 27, 2002 to Feb 6, 2026
Sep 27, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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