S&P Composite 1500 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:12.34% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0085 | -1.72 | |
| 0.1089 | 23.91 | |
| 0.8609 | 180.95 | |
| 0.6787 | 15.19 |
Estimation Period:
Oct 31, 1994 to Oct 31, 2025
Oct 31, 1994 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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