S&P Consumer Staples Select Sector Index GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.64% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 19.83 | |
| 0.1069 | 38.81 | |
| 0.8727 | 292.45 |
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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