S&P Composite 1500 Consumer Staples Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.16% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6873 | 6.98 | |
| 0.1079 | 9.30 | |
| 0.8499 | 59.32 | |
| -0.0653 | -4.94 | |
| 0.0926 | 4.82 | |
| -0.0382 | -3.10 | |
| 0.0252 | 1.85 | |
| -0.0312 | -1.41 |
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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