S&P Consumer Staples Select Sector Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.52% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6911 | 9.08 | |
| 0.1104 | 9.33 | |
| 0.8535 | 58.71 | |
| 0.0089 | 4.75 | |
| -0.0103 | -4.29 |
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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