S&P Composite 1500 Financial Services Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.03% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 12.33 | |
| 0.0357 | 12.65 | |
| 0.9077 | 357.38 | |
| 0.0943 | 12.61 |
Estimation Period:
Apr 29, 2003 to Feb 6, 2026
Apr 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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