S&P Composite 1500 Consumer Finance Sub Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.70% (+4.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 14.90 | |
| 0.0281 | 13.05 | |
| 0.9025 | 428.33 | |
| 0.1234 | 19.93 |
Estimation Period:
Apr 30, 2003 to Feb 6, 2026
Apr 30, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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