S&P Composite 1500 Consumer Staples Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.74% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 21.85 | |
| 0.1053 | 40.64 | |
| 0.8713 | 322.24 |
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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