S&P Composite 1500 Consumer Finance Sub Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.11% (+4.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9760 | 6.96 | |
| 0.1262 | 8.20 | |
| 0.8299 | 43.65 | |
| 0.2567 | 5.06 | |
| -0.4465 | -5.41 | |
| 0.2719 | 4.54 | |
| -0.0713 | -1.37 | |
| -0.0172 | -0.33 | |
| -0.0105 | -0.17 |
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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