S&P Composite 1500 Consumer Staples Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.37% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7825 | 11.45 | |
| 0.0874 | 33.53 | |
| 0.9794 | 484.86 | |
| 8.3966 | 4.99 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
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