S&P Composite 1500 Multi-Sector Holdings Sub Industry Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.25% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 17.67 | |
| 0.0906 | 33.39 | |
| 0.9094 | 362.60 | |
| 0.2003 | 14.21 | |
| 1.5545 | 27.99 |
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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