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S&P Composite 1500 Consumer Discretionary Sector Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.85% (-0.28%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

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graph of S&P Composite 1500 Consumer Discretionary Sector Index APARCH
paramt-stat
ω0.024329.63
α0.087933.98
β0.9101419.04
γ0.612722.54
δ1.168641.30
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts