S&P Composite 1500 Financial Services Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.69% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8741 | 5.66 | |
| 0.1037 | 7.54 | |
| 0.8665 | 57.78 | |
| 0.1572 | 5.05 | |
| -0.2940 | -6.58 | |
| 0.2204 | 6.87 | |
| -0.1156 | -3.51 | |
| 0.0418 | 1.63 |
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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