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	param	t-stat
$ω$	0.0204	21.91
$α$	0.0279	12.29
$β$	0.8834	370.56
$γ$	0.1316	21.16

V-Lab

S&P Composite 1500 Consumer Staples Sector Index GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:11.63% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P Composite 1500 Consumer Staples Sector Index Analyses