S&P 500 Consumer Finance Industry Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.07% (+2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9293 | 7.05 | |
| 0.1102 | 10.29 | |
| 0.8514 | 63.35 | |
| 0.0068 | 0.16 | |
| 0.0316 | 0.48 | |
| -0.1337 | -3.16 | |
| 0.2077 | 6.54 | |
| -0.2108 | -6.41 | |
| 0.1680 | 4.70 | |
| -0.0847 | -2.85 | |
| 0.0065 | 0.34 |
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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