S&P Composite 1500 Consumer Staples Sector Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:14.35% (+2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 27.75 | |
| 0.0916 | 38.57 | |
| 0.8959 | 385.82 | |
| 0.5694 | 29.88 | |
| 1.2404 | 40.03 |
Estimation Period:
Dec 29, 1994 to Feb 13, 2026
Dec 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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