S&P Consumer Staples Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.13% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 1.74 | |
| 0.0923 | 41.22 | |
| 0.8831 | 361.05 | |
| 0.4713 | 31.08 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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