S&P Composite 1500 Consumer Staples Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.52% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6936 | 7.02 | |
| 0.1076 | 9.28 | |
| 0.8505 | 59.51 | |
| -0.0639 | -4.83 | |
| 0.0898 | 4.68 | |
| -0.0347 | -2.88 | |
| 0.0184 | 1.61 | |
| -0.0155 | -1.86 |
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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