S&P Consumer Discretionary Select Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.69% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 1.94 | |
| 0.0937 | 40.50 | |
| 0.8913 | 380.75 | |
| 0.5456 | 20.14 |
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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