S&P Composite 1500 Multi-Sector Holdings Sub Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.10% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0557 | 16.92 | |
| 0.8236 | 104.31 | |
| 0.0956 | 17.29 | |
| 0.0141 | 5.60 | |
| 0.0613 | 4.61 | |
| 0.9328 | 64.20 |
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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