S&P 500 Consumer Finance Industry Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.85% (+3.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8267 | 5.30 | |
| 0.0792 | 44.22 | |
| 0.9913 | 585.55 | |
| 5.9204 | 10.52 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
Other S&P 500 Consumer Finance Industry Index Analyses
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