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S&P Composite 1500 Consumer Discretionary Sector Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.80% (-2.14%)
Analysis last updated: Sunday, February 15, 2026 at 12:39 PM UTC
Date Range:

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to

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graph of S&P Composite 1500 Consumer Discretionary Sector Index AMEM
paramt-stat
ω0.027327.62
α0.104926.14
β0.8037280.15
γ0.147321.65
Estimation Period:
Dec 19, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts