S&P Composite 1500 Multi-Sector Holdings Sub Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.36% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8605 | 6.83 | |
| 0.0932 | 8.12 | |
| 0.8744 | 61.19 | |
| 0.0894 | 3.34 | |
| -0.1996 | -4.88 | |
| 0.1844 | 6.12 | |
| -0.1000 | -3.03 | |
| 0.0472 | 1.03 |
Estimation Period:
Sep 27, 2002 to Feb 6, 2026
Sep 27, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Multi-Sector Holdings Sub Industry Index Analyses
Other Spline-GARCH Analyses on Equity Sectors