S&P 500 Consumer Finance Industry Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.79% (+3.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 10.38 | |
| 0.1262 | 25.86 | |
| 0.9872 | 1,434.86 | |
| -0.0751 | -29.31 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Consumer Finance Industry Index Analyses
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