S&P Composite 1500 Consumer Finance Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.13% (+5.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0469 | 18.82 | |
| 0.0343 | 13.87 | |
| 0.8850 | 410.30 | |
| 0.1428 | 22.46 |
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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