S&P Composite 1500 Multi-Sector Holdings Sub Industry Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.31% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 17.08 | |
| 0.0842 | 34.98 | |
| 0.9058 | 371.22 |
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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