S&P Composite 1500 Multi-Sector Holdings Sub Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.66% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6105 | 3.88 | |
| 0.0773 | 40.37 | |
| 0.9947 | 771.12 | |
| 6.3048 | 8.75 |
Estimation Period:
Sep 27, 2002 to Feb 6, 2026
Sep 27, 2002 to Feb 6, 2026
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