S&P Composite 1500 Consumer Finance Industry Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.24% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 8.69 | |
| 0.1760 | 44.92 | |
| 0.9843 | 1,032.82 | |
| -0.0991 | -27.21 |
Estimation Period:
Apr 29, 2003 to Feb 13, 2026
Apr 29, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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