S&P Composite 1500 Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.23% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 20.44 | |
| 0.1101 | 40.34 | |
| 0.8738 | 331.48 |
Estimation Period:
Oct 31, 1994 to Feb 6, 2026
Oct 31, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices