S&P Composite 1500 Consumer Finance Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.76% (+4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9431 | 5.27 | |
| 0.1377 | 8.88 | |
| 0.8118 | 44.21 | |
| 0.2562 | 4.80 | |
| -0.4463 | -5.36 | |
| 0.2711 | 4.74 | |
| -0.0676 | -1.36 | |
| -0.0235 | -0.49 | |
| 0.0012 | 0.04 |
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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