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S&P Composite 1500 Consumer Discretionary Sector Index MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.76% (-1.92%)
Analysis last updated: Friday, February 20, 2026 at 12:01 AM UTC
Date Range:

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to

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graph of S&P Composite 1500 Consumer Discretionary Sector Index MEM
paramt-stat
ω0.02778.59
α0.212649.49
β0.7731252.40
Estimation Period:
Dec 19, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts