S&P Composite 1500 Consumer Discretionary Sector Index MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.76% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 8.59 | |
| 0.2126 | 49.49 | |
| 0.7731 | 252.40 |
Estimation Period:
Dec 19, 2001 to Feb 13, 2026
Dec 19, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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