S&P Composite 1500 Consumer Finance Sub Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.89% (+3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6224 | 4.43 | |
| 0.0815 | 39.53 | |
| 0.9920 | 538.25 | |
| 6.0418 | 8.88 |
Estimation Period:
Apr 30, 2003 to Feb 6, 2026
Apr 30, 2003 to Feb 6, 2026
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