S&P Composite 1500 Consumer Finance Sub Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.53% (+5.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0222 | 9.64 | |
| 0.8627 | 244.12 | |
| 0.1606 | 33.20 | |
| 0.0116 | 7.47 | |
| 0.0398 | 9.39 | |
| 0.9571 | 199.22 |
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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