S&P Consumer Staples Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.29% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4693 | 9.49 | |
| 0.1112 | 9.19 | |
| 0.8556 | 60.49 | |
| 0.0039 | 4.85 |
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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