S&P Composite 1500 Consumer Discretionary Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.36% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8511 | 223.04 | |
| 0.1743 | 38.53 | |
| 0.0270 | 2.64 | |
| 0.1557 | 2.50 | |
| 0.8286 | 12.01 |
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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