S&P Composite 1500 Financial Services Industry Group Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.84% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7043 | 4.75 | |
| 0.1072 | 9.29 | |
| 0.8507 | 60.47 | |
| 0.0312 | 0.39 | |
| -0.0897 | -0.77 | |
| -0.0447 | -0.60 | |
| 0.3760 | 5.36 | |
| -0.5234 | -6.74 | |
| 0.3309 | 3.73 | |
| -0.0746 | -0.93 | |
| 0.0261 | 0.36 | |
| -0.0958 | -1.27 | |
| 0.1702 | 1.80 |
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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