S&P Composite 1500 Financials Sector Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.82% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0626 | 10.64 | |
| 0.1057 | 17.57 | |
| 0.8721 | 128.91 |
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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