S&P Composite 1500 Financial Services Industry Group Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.10% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0177 | 7.04 | |
| 0.8497 | 223.78 | |
| 0.1695 | 38.58 | |
| 0.0078 | 6.94 | |
| 0.0374 | 6.53 | |
| 0.9594 | 150.69 |
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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