S&P Composite 1500 Consumer Discretionary Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.85% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6659 | 9.26 | |
| 0.0883 | 40.14 | |
| 0.9896 | 819.21 | |
| 9.6308 | 5.60 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
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