S&P Composite 1500 Financials Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.02% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 6.87 | |
| 0.1135 | 23.22 | |
| 0.8506 | 152.57 | |
| 0.7284 | 20.22 |
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Jun 28, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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