S&P Consumer Discretionary Select Sector Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.12% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 27.66 | |
| 0.0868 | 34.20 | |
| 0.9127 | 416.00 | |
| 0.5906 | 21.71 | |
| 1.1411 | 34.41 |
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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