S&P Composite 1500 Financial Services Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.23% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0242 | 9.99 | |
| 0.8604 | 206.97 | |
| 0.1326 | 29.01 | |
| 0.2101 | 8.15 | |
| 0.8925 | 27.33 | |
| 0.0000 | 0.00 |
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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