S&P Composite 1500 Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:13.40% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 1.76 | |
| 0.1497 | 30.33 | |
| 0.9697 | 573.11 | |
| -0.1429 | -34.11 |
Estimation Period:
Oct 31, 1994 to Oct 17, 2025
Oct 31, 1994 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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