S&P Composite 1500 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:13.54% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0086 | -1.73 | |
| 0.1086 | 23.91 | |
| 0.8612 | 181.27 | |
| 0.6796 | 15.17 |
Estimation Period:
Oct 31, 1994 to Nov 28, 2025
Oct 31, 1994 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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