S&P Composite 1500 Multi-Sector Holdings Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.67% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 11.87 | |
| 0.1791 | 36.29 | |
| 0.9874 | 1,163.06 | |
| -0.0388 | -9.49 |
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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