S&P Composite 1500 Consumer Discretionary Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.79% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7776 | 6.37 | |
| 0.1049 | 10.61 | |
| 0.8812 | 88.59 | |
| -0.0055 | -2.84 | |
| 0.0127 | 3.21 |
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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