S&P Composite 1500 Financials Sector Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:25.69% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 13.43 | |
| 0.0563 | 10.35 | |
| 0.8679 | 199.66 | |
| 0.1333 | 13.52 |
Estimation Period:
Jun 28, 1996 to Feb 13, 2026
Jun 28, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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