S&P 500 Consumer Finance Industry Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.13% (+3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9213 | 7.03 | |
| 0.1103 | 10.25 | |
| 0.8510 | 62.95 | |
| 0.0035 | 0.09 | |
| 0.0383 | 0.58 | |
| -0.1405 | -3.36 | |
| 0.2143 | 6.82 | |
| -0.2162 | -6.64 | |
| 0.1710 | 4.81 | |
| -0.0818 | -2.60 | |
| -0.0118 | -0.26 |
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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