S&P Composite 1500 Financial Services Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.49% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4131 | 5.17 | |
| 0.0809 | 43.10 | |
| 0.9926 | 712.07 | |
| 6.3022 | 9.10 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
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