S&P Composite 1500 Index AGARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:11.59% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0087 | -1.73 | |
| 0.1086 | 23.81 | |
| 0.8608 | 179.98 | |
| 0.6818 | 15.14 |
Estimation Period:
Oct 31, 1994 to Jan 23, 2026
Oct 31, 1994 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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