S&P Composite 1500 Consumer Discretionary Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.25% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 7.16 | |
| 0.1645 | 39.83 | |
| 0.9799 | 1,096.07 | |
| -0.0987 | -27.97 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Consumer Discretionary Sector Index Analyses
Other EGARCH Analyses on Equity Sectors