S&P Composite 1500 Consumer Finance Sub Industry Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.18% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 18.89 | |
| 0.1121 | 36.38 | |
| 0.8768 | 299.95 |
Estimation Period:
Apr 30, 2003 to Feb 13, 2026
Apr 30, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Consumer Finance Sub Industry Index Analyses
Other GARCH Analyses on Equity Sectors