S&P Consumer Staples Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.95% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0041 | -2.29 | |
| 0.1656 | 41.18 | |
| 0.9744 | 789.63 | |
| -0.1059 | -28.57 |
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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