S&P Composite 1500 Financials Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.21% (+2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0653 | 11.81 | |
| 0.0324 | 4.87 | |
| 0.8773 | 150.55 | |
| 0.1420 | 9.42 |
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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