S&P Composite 1500 Financial Services Industry Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.16% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 17.49 | |
| 0.0924 | 30.62 | |
| 0.8982 | 314.60 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Financial Services Industry Index Analyses
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