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S&P Composite 1500 Consumer Staples Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.23% (+0.01%)
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 Staples Sector Index EGARCH
paramt-stat
ω-0.0050-3.10
α0.172244.30
β0.9701813.17
γ-0.0994-28.31
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts