S&P Composite 1500 Consumer Finance Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.04% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9473 | 5.33 | |
| 0.1374 | 8.87 | |
| 0.8119 | 44.20 | |
| 0.2577 | 4.87 | |
| -0.4492 | -5.44 | |
| 0.2740 | 4.80 | |
| -0.0707 | -1.41 | |
| -0.0199 | -0.40 | |
| -0.0058 | -0.10 |
Estimation Period:
Apr 29, 2003 to Feb 13, 2026
Apr 29, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Consumer Finance Industry Index Analyses
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