S&P Composite 1500 Index GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:12.90% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 20.25 | |
| 0.1105 | 40.30 | |
| 0.8736 | 330.92 |
Estimation Period:
Oct 31, 1994 to Nov 7, 2025
Oct 31, 1994 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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