S&P Composite 1500 Consumer Finance Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.55% (+5.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0221 | 12.49 | |
| 0.8627 | 249.49 | |
| 0.1608 | 36.93 | |
| 0.0116 | 7.56 | |
| 0.0397 | 9.58 | |
| 0.9572 | 203.66 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Consumer Finance Industry Index Analyses
Other MF2-GARCH Analyses on Equity Sectors