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S&P Composite 1500 Consumer Discretionary Sector Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.25% (-0.23%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

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to

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graph of S&P Composite 1500 Consumer Discretionary Sector Index EGARCH
paramt-stat
ω0.01147.16
α0.164539.83
β0.97991,096.07
γ-0.0987-27.97
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts