S&P 500 Consumer Finance Industry Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.01% (+4.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 13.27 | |
| 0.0320 | 15.86 | |
| 0.9111 | 553.50 | |
| 0.0951 | 18.44 |
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
Other GJR-GARCH Analyses on Equity Sectors