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S&P Composite 1500 Consumer Discretionary Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.36% (+1.98%)
Analysis last updated: Friday, February 13, 2026 at 12:01 AM UTC
Date Range:

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graph of S&P Composite 1500 Consumer Discretionary Sector Index MF2-GARCH
paramt-stat
m56
α0.00000.00
β0.8511223.04
γ0.174338.53
λ10.02702.64
λ20.15572.50
λ30.828612.01
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts