S&P 1000 Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.34% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0092 | -4.77 | |
| 0.0914 | 47.60 | |
| 0.8833 | 415.09 | |
| 0.7576 | 42.43 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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