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S&P Composite 1500 Consumer Discretionary Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.16% (-0.50%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

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graph of S&P Composite 1500 Consumer Discretionary Sector Index AGARCH
paramt-stat
ω0.00271.37
α0.097041.51
β0.8869368.91
γ0.557825.92
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts