S&P Consumer Discretionary Select Sector Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.48% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2354 | 7.29 | |
| 0.0877 | 40.23 | |
| 0.9929 | 960.21 | |
| 10.1611 | 5.42 |
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Dec 30, 1997 to Feb 6, 2026
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