S&P Consumer Discretionary Select Sector Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.93% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8631 | 277.89 | |
| 0.1533 | 41.56 | |
| 0.0505 | 4.80 | |
| 0.3798 | 7.62 | |
| 0.5916 | 10.56 |
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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