S&P Consumer Staples Select Sector Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.81% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 24.98 | |
| 0.0888 | 38.51 | |
| 0.9035 | 383.31 | |
| 0.6222 | 28.79 | |
| 1.1795 | 36.31 |
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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