S&P Composite 1500 Financial Services Industry Group Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.01% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8481 | 6.36 | |
| 0.0845 | 43.16 | |
| 0.9919 | 762.42 | |
| 7.3003 | 8.35 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
Other S&P Composite 1500 Financial Services Industry Group Index Analyses
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