S&P Composite 1500 Index EGARCH Volatility Analysis
Volatility prediction for Tuesday, March 24th, 2026
1 Day
19.88%
decreased by 1.27%
1 Week
19.73%
decreased by 0.15%
1 Month
19.26%
decreased by 0.62%
Analysis last updated: Tuesday, March 24, 2026 at 02:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 1.69 | |
| 0.1480 | 30.41 | |
| 0.9699 | 576.30 | |
| -0.1422 | -34.25 |
Estimation Period:
Oct 31, 1994 to Mar 20, 2026
Oct 31, 1994 to Mar 20, 2026
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