S&P Composite 1500 Consumer Staples Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.23% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0050 | -3.10 | |
| 0.1722 | 44.30 | |
| 0.9701 | 813.17 | |
| -0.0994 | -28.31 |
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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