S&P Composite 1500 Consumer Finance Industry Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.74% (+2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 11.13 | |
| 0.1713 | 65.57 | |
| 0.8088 | 510.60 | |
| 0.6199 | 32.66 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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