S&P 1000 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.93% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6310 | 7.54 | |
| 0.1103 | 10.17 | |
| 0.8659 | 76.33 | |
| -0.0066 | -3.74 | |
| 0.0128 | 3.83 |
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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