S&P 500 Consumer Finance Industry Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.07% (+5.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0253 | 10.57 | |
| 0.8550 | 215.41 | |
| 0.1385 | 30.65 | |
| 0.0094 | 5.08 | |
| 0.0331 | 5.25 | |
| 0.9643 | 136.11 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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