S&P Composite 1500 Consumer Finance Sub Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.41% (+4.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9707 | 6.92 | |
| 0.1263 | 8.22 | |
| 0.8301 | 43.82 | |
| 0.2539 | 4.99 | |
| -0.4415 | -5.34 | |
| 0.2680 | 4.48 | |
| -0.0675 | -1.30 | |
| -0.0222 | -0.44 | |
| 0.0000 | 0.00 |
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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