S&P Composite 1500 Financials Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.71% (+3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0086 | 1.61 | |
| 0.8273 | 101.18 | |
| 0.1781 | 19.15 | |
| 0.3370 | 0.36 | |
| 0.8762 | 0.37 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Jun 28, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Financials Sector Index Analyses
Other MF2-GARCH Analyses on Equity Sectors