S&P Composite 1500 Consumer Discretionary Sector Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.90% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 20.45 | |
| 0.1040 | 44.82 | |
| 0.8871 | 399.41 |
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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