S&P Composite 1500 Financial Services Industry Group Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.00% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 20.95 | |
| 0.0973 | 42.12 | |
| 0.8947 | 406.51 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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