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S&P Composite 1500 Multi-Sector Holdings Sub Industry Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.08% (-0.78%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

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graph of S&P Composite 1500 Multi-Sector Holdings Sub Industry Index AGARCH
paramt-stat
ω0.031415.84
α0.096041.11
β0.8912384.14
γ0.233810.18
Estimation Period:
Sep 27, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts