S&P Composite 1500 Consumer Finance Sub Industry Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.09% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 7.91 | |
| 0.1616 | 42.01 | |
| 0.9866 | 1,060.85 | |
| -0.0932 | -25.95 |
Estimation Period:
Apr 30, 2003 to Feb 13, 2026
Apr 30, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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