S&P Consumer Discretionary Select Sector Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.58% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 26.00 | |
| 0.1099 | 30.77 | |
| 0.8077 | 318.51 | |
| 0.1424 | 22.97 |
Estimation Period:
Oct 30, 1998 to Feb 13, 2026
Oct 30, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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