S&P Composite 1500 Consumer Discretionary Sector Index APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.85% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 29.63 | |
| 0.0879 | 33.98 | |
| 0.9101 | 419.04 | |
| 0.6127 | 22.54 | |
| 1.1686 | 41.30 |
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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