S&P Composite 1500 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.06% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0087 | -1.74 | |
| 0.1088 | 23.77 | |
| 0.8606 | 179.29 | |
| 0.6822 | 15.14 |
Estimation Period:
Oct 31, 1994 to Feb 6, 2026
Oct 31, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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