S&P Composite 1500 Consumer Staples Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.33% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 5.10 | |
| 0.0891 | 40.97 | |
| 0.8851 | 367.12 | |
| 0.4525 | 34.15 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Consumer Staples Sector Index Analyses
Other AGARCH Analyses on Equity Sectors