S&P Consumer Discretionary Select Sector Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.28% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 17.00 | |
| 0.0273 | 10.75 | |
| 0.9023 | 425.41 | |
| 0.1201 | 21.50 |
Estimation Period:
Dec 30, 1997 to Feb 13, 2026
Dec 30, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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