S&P Consumer Discretionary Select Sector Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.60% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 18.05 | |
| 0.0973 | 43.25 | |
| 0.8946 | 407.20 |
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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