S&P Composite 1500 Consumer Finance Sub Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.45% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0054 | -1.61 | |
| 0.1052 | 39.21 | |
| 0.8825 | 354.97 | |
| 0.7654 | 29.81 |
Estimation Period:
Apr 30, 2003 to Feb 6, 2026
Apr 30, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Consumer Finance Sub Industry Index Analyses
Other AGARCH Analyses on Equity Sectors