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	param	t-stat
$ω$	0.0229	19.86
$α$	0.0249	9.53
$β$	0.8978	410.35
$γ$	0.1318	24.48

V-Lab

S&P Composite 1500 Consumer Discretionary Sector Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:21.18% (+1.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P Composite 1500 Consumer Discretionary Sector Index Analyses