S&P Composite 1500 Financial Services Industry Group Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.25% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 19.74 | |
| 0.0297 | 13.06 | |
| 0.9015 | 481.33 | |
| 0.1206 | 22.46 |
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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