S&P Composite 1500 Financials Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.68% (+1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7679 | 3.93 | |
| 0.1010 | 3.29 | |
| 0.8362 | 18.99 | |
| 0.1182 | 0.58 | |
| -0.3691 | -1.30 | |
| 0.3792 | 3.24 |
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Jun 28, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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