S&P Composite 1500 Multi-Sector Holdings Sub Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.01% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 15.61 | |
| 0.0562 | 17.75 | |
| 0.9062 | 385.11 | |
| 0.0542 | 7.95 |
Estimation Period:
Sep 27, 2002 to Feb 13, 2026
Sep 27, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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