S&P Consumer Discretionary Select Sector Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.32% (+1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 7.18 | |
| 0.1619 | 37.36 | |
| 0.9811 | 1,098.70 | |
| -0.0922 | -27.12 |
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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