S&P Consumer Staples Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.20% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.1238 | 3.04 | |
| 0.8771 | 21.16 | |
| 0.0000 | 0.00 |
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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