S&P Consumer Staples Select Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.42% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8948 | 10.14 | |
| 0.0930 | 32.53 | |
| 0.9824 | 530.74 | |
| 8.7401 | 4.93 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
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