S&P Composite 1500 Financial Services Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.90% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8828 | 5.66 | |
| 0.1046 | 7.72 | |
| 0.8659 | 58.50 | |
| 0.1598 | 5.13 | |
| -0.3002 | -6.70 | |
| 0.2307 | 6.92 | |
| -0.1376 | -3.66 | |
| 0.1006 | 1.90 |
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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