S&P Composite 1500 Consumer Discretionary Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.16% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 1.37 | |
| 0.0970 | 41.51 | |
| 0.8869 | 368.91 | |
| 0.5578 | 25.92 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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